BNP Paribas Call 450 VACN 19.12.2025
/ DE000PC39CP1
BNP Paribas Call 450 VACN 19.12.2.../ DE000PC39CP1 /
06/09/2024 16:21:06 |
Chg.-0.040 |
Bid17:15:29 |
Ask17:15:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-8.51% |
- Bid Size: - |
- Ask Size: - |
VAT GROUP N |
450.00 CHF |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.35 |
Parity: |
-0.57 |
Time value: |
0.48 |
Break-even: |
527.59 |
Moneyness: |
0.88 |
Premium: |
0.25 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
2.13% |
Delta: |
0.48 |
Theta: |
-0.08 |
Omega: |
4.26 |
Rho: |
2.01 |
Quote data
Open: |
0.450 |
High: |
0.470 |
Low: |
0.430 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-39.44% |
1 Month |
|
|
-12.24% |
3 Months |
|
|
-61.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.470 |
1M High / 1M Low: |
0.710 |
0.470 |
6M High / 6M Low: |
1.350 |
0.460 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.604 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.606 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.965 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.07% |
Volatility 6M: |
|
115.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |