BNP Paribas Call 450 VACN 19.12.2025
/ DE000PC39CP1
BNP Paribas Call 450 VACN 19.12.2.../ DE000PC39CP1 /
| 2024-07-31 9:21:01 AM |
Chg.+0.080 |
Bid11:39:30 AM |
Ask11:39:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+12.12% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
450.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC39CP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.33 |
| Parity: |
-0.28 |
| Time value: |
0.66 |
| Break-even: |
537.38 |
| Moneyness: |
0.94 |
| Premium: |
0.21 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.56 |
| Theta: |
-0.09 |
| Omega: |
3.79 |
| Rho: |
2.55 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.25% |
| 1 Month |
|
|
-41.73% |
| 3 Months |
|
|
-23.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.620 |
| 1M High / 1M Low: |
1.350 |
0.620 |
| 6M High / 6M Low: |
1.350 |
0.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.009 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.07% |
| Volatility 6M: |
|
98.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
