BNP Paribas Call 450 VACN 19.12.2025
/ DE000PC39CP1
BNP Paribas Call 450 VACN 19.12.2.../ DE000PC39CP1 /
18/10/2024 16:21:06 |
Chg.+0.030 |
Bid17:08:03 |
Ask17:08:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+10.71% |
- 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: |
12.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.37 |
Parity: |
-0.83 |
Time value: |
0.31 |
Break-even: |
509.81 |
Moneyness: |
0.83 |
Premium: |
0.29 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
0.39 |
Theta: |
-0.07 |
Omega: |
4.99 |
Rho: |
1.44 |
Quote data
Open: |
0.280 |
High: |
0.310 |
Low: |
0.280 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-36.73% |
1 Month |
|
|
-42.59% |
3 Months |
|
|
-59.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.280 |
1M High / 1M Low: |
0.620 |
0.280 |
6M High / 6M Low: |
1.350 |
0.280 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.498 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.825 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.77% |
Volatility 6M: |
|
135.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |