BNP Paribas Call 450 VACN 20.06.2025
/ DE000PC1MC34
BNP Paribas Call 450 VACN 20.06.2.../ DE000PC1MC34 /
| 11/11/2024 9:18:10 AM |
Chg.0.000 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
450.00 CHF |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| 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: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-61.11% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.120 |
| 1M High / 1M Low: |
0.380 |
0.120 |
| 6M High / 6M Low: |
1.180 |
0.120 |
| High (YTD): |
7/9/2024 |
1.180 |
| Low (YTD): |
11/7/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.49% |
| Volatility 6M: |
|
182.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
