BNP Paribas Call 450 VACN 20.06.2.../  DE000PC1MC34  /

Frankfurt Zert./BNP
11/11/2024  16:21:09 Chg.-0.010 Bid16:21:11 Ask16:21:11 Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -
-
Ask Size: -
VAT GROUP N 450.00 CHF 20/06/2025 Call
 

Master data

WKN: PC1MC3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Call
Strike price: 450.00 CHF
Maturity: 20/06/2025
Issue date: 11/12/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 27.52
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.36
Parity: -0.94
Time value: 0.14
Break-even: 493.48
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.26
Theta: -0.08
Omega: 7.20
Rho: 0.53
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -63.89%
3 Months
  -68.29%
YTD
  -81.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.390 0.120
6M High / 6M Low: 1.190 0.120
High (YTD): 16/07/2024 1.190
Low (YTD): 06/11/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.21%
Volatility 6M:   168.86%
Volatility 1Y:   -
Volatility 3Y:   -