BNP Paribas Call 420 VACN 21.03.2025
/ DE000PC707X2
BNP Paribas Call 420 VACN 21.03.2.../ DE000PC707X2 /
| 26/09/2024 09:45:38 |
Chg.+0.160 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+45.71% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
420.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC707X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
-0.16 |
| Time value: |
0.40 |
| Break-even: |
483.64 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.52 |
| Theta: |
-0.14 |
| Omega: |
5.57 |
| Rho: |
0.88 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.50% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-57.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.330 |
| 1M High / 1M Low: |
0.650 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.443 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
