BNP Paribas Call 480 VACN 21.03.2025
/ DE000PC707V6
BNP Paribas Call 480 VACN 21.03.2.../ DE000PC707V6 /
| 18/10/2024 12:21:24 |
Chg.+0.007 |
Bid18/10/2024 |
Ask18/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+11.11% |
0.070
Bid Size: 75,876 |
0.080
Ask Size: 75,876 |
VAT GROUP N |
480.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC707V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.37 |
| Parity: |
-1.22 |
| Time value: |
0.07 |
| Break-even: |
519.13 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
15.63% |
| Delta: |
0.17 |
| Theta: |
-0.08 |
| Omega: |
8.77 |
| Rho: |
0.24 |
Quote data
| Open: |
0.063 |
| High: |
0.070 |
| Low: |
0.063 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.82% |
| 1 Month |
|
|
-56.25% |
| 3 Months |
|
|
-85.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.063 |
| 1M High / 1M Low: |
0.290 |
0.063 |
| 6M High / 6M Low: |
0.900 |
0.063 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.139 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.87% |
| Volatility 6M: |
|
223.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
