BNP Paribas Call 480 VACN 21.03.2025
/ DE000PC707V6
BNP Paribas Call 480 VACN 21.03.2.../ DE000PC707V6 /
| 11/11/2024 16:21:23 |
Chg.-0.001 |
Bid17:05:50 |
Ask17:05:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-2.50% |
-
Bid Size: - |
-
Ask Size: - |
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: |
75.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.36 |
| Parity: |
-1.26 |
| Time value: |
0.05 |
| Break-even: |
516.54 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.01 |
| Spread %: |
30.77% |
| Delta: |
0.13 |
| Theta: |
-0.07 |
| Omega: |
9.90 |
| Rho: |
0.16 |
Quote data
| Open: |
0.043 |
| High: |
0.044 |
| Low: |
0.039 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
-77.06% |
| 3 Months |
|
|
-83.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.028 |
| 1M High / 1M Low: |
0.190 |
0.028 |
| 6M High / 6M Low: |
0.900 |
0.028 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.402 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.61% |
| Volatility 6M: |
|
236.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
