BNP Paribas Call 420 VACN 20.12.2024
/ DE000PC23AB9
BNP Paribas Call 420 VACN 20.12.2.../ DE000PC23AB9 /
| 11/12/2024 9:45:58 AM |
Chg.-0.004 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
-18.18% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
420.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC23AB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
-0.60 |
| Time value: |
0.05 |
| Break-even: |
452.64 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
3.48 |
| Spread abs.: |
0.03 |
| Spread %: |
131.82% |
| Delta: |
0.18 |
| Theta: |
-0.20 |
| Omega: |
13.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.022 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.74% |
| 1 Month |
|
|
-92.17% |
| 3 Months |
|
|
-94.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.019 |
| 1M High / 1M Low: |
0.270 |
0.019 |
| 6M High / 6M Low: |
1.230 |
0.019 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.564 |
| Avg. volume 6M: |
|
15.625 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.24% |
| Volatility 6M: |
|
238.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
