BNP Paribas Call 450 VACN 20.09.2024
/ DE000PC1MCX9
BNP Paribas Call 450 VACN 20.09.2.../ DE000PC1MCX9 /
| 7/16/2024 9:21:12 AM |
Chg.0.000 |
Bid10:53:10 AM |
Ask10:53:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
0.00% |
0.840
Bid Size: 22,922 |
0.860
Ask Size: 22,922 |
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: |
6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
0.64 |
| Time value: |
0.21 |
| Break-even: |
546.71 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.77 |
| Theta: |
-0.30 |
| Omega: |
4.74 |
| Rho: |
0.57 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.60% |
| 1 Month |
|
|
+9.21% |
| 3 Months |
|
|
+29.69% |
| YTD |
|
|
+93.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.740 |
| 1M High / 1M Low: |
0.870 |
0.640 |
| 6M High / 6M Low: |
0.870 |
0.240 |
| High (YTD): |
7/9/2024 |
0.870 |
| Low (YTD): |
1/16/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.547 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.91% |
| Volatility 6M: |
|
170.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
