BNP Paribas Call 500 VACN 20.06.2025
/ DE000PC1MC42
BNP Paribas Call 500 VACN 20.06.2.../ DE000PC1MC42 /
| 10/18/2024 11:21:06 AM |
Chg.+0.012 |
Bid10/18/2024 |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+13.64% |
0.100
Bid Size: 59,595 |
0.110
Ask Size: 59,595 |
VAT GROUP N |
500.00 CHF |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.37 |
| Parity: |
-1.43 |
| Time value: |
0.10 |
| Break-even: |
542.85 |
| Moneyness: |
0.73 |
| Premium: |
0.39 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
0.19 |
| Theta: |
-0.07 |
| Omega: |
7.37 |
| Rho: |
0.42 |
Quote data
| Open: |
0.088 |
| High: |
0.100 |
| Low: |
0.088 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.38% |
| 1 Month |
|
|
-47.37% |
| 3 Months |
|
|
-79.59% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.088 |
| 1M High / 1M Low: |
0.310 |
0.088 |
| 6M High / 6M Low: |
0.890 |
0.088 |
| High (YTD): |
7/16/2024 |
0.890 |
| Low (YTD): |
10/17/2024 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.475 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.51% |
| Volatility 6M: |
|
195.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
