BNP Paribas Call 500 VACN 20.06.2025
/ DE000PC1MC42
BNP Paribas Call 500 VACN 20.06.2.../ DE000PC1MC42 /
2024-09-17 9:21:02 AM |
Chg.0.000 |
Bid9:43:50 AM |
Ask9:43:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
0.00% |
0.200 Bid Size: 39,491 |
0.210 Ask Size: 39,491 |
VAT GROUP N |
500.00 CHF |
2025-06-20 |
Call |
Master data
WKN: |
PC1MC4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 CHF |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.35 |
Parity: |
-1.06 |
Time value: |
0.21 |
Break-even: |
552.65 |
Moneyness: |
0.80 |
Premium: |
0.30 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.01 |
Spread %: |
5.00% |
Delta: |
0.30 |
Theta: |
-0.09 |
Omega: |
6.15 |
Rho: |
0.82 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.26% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-74.03% |
YTD |
|
|
-60.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.190 |
1M High / 1M Low: |
0.380 |
0.180 |
6M High / 6M Low: |
0.890 |
0.180 |
High (YTD): |
2024-07-16 |
0.890 |
Low (YTD): |
2024-09-09 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.280 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.558 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.66% |
Volatility 6M: |
|
157.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |