BNP Paribas Call 450 VACN 20.09.2024
/ DE000PC1MCX9
BNP Paribas Call 450 VACN 20.09.2.../ DE000PC1MCX9 /
| 8/14/2024 4:21:23 PM |
Chg.+0.006 |
Bid5:18:26 PM |
Ask5:18:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
450.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PC1MCX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.35 |
| Parity: |
-0.47 |
| Time value: |
0.07 |
| Break-even: |
480.33 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
0.23 |
| Theta: |
-0.23 |
| Omega: |
14.30 |
| Rho: |
0.09 |
Quote data
| Open: |
0.066 |
| High: |
0.074 |
| Low: |
0.064 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-91.65% |
| 3 Months |
|
|
-83.90% |
| YTD |
|
|
-84.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.060 |
| 1M High / 1M Low: |
0.890 |
0.048 |
| 6M High / 6M Low: |
0.890 |
0.048 |
| High (YTD): |
7/16/2024 |
0.890 |
| Low (YTD): |
8/2/2024 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.527 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
485.12% |
| Volatility 6M: |
|
247.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
