BNP Paribas Call 500 VACN 20.06.2.../  DE000PC1MC42  /

EUWAX
2024-07-30  9:17:41 AM Chg.0.000 Bid11:44:06 AM Ask11:44:06 AM Underlying Strike price Expiration date Option type
0.320EUR 0.00% 0.320
Bid Size: 31,681
0.330
Ask Size: 31,681
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: 13.83
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.34
Parity: -0.79
Time value: 0.32
Break-even: 553.43
Moneyness: 0.85
Premium: 0.25
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.39
Theta: -0.09
Omega: 5.43
Rho: 1.26
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.95%
1 Month
  -60.98%
3 Months
  -44.83%
YTD
  -37.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.300
1M High / 1M Low: 0.870 0.300
6M High / 6M Low: 0.870 0.300
High (YTD): 2024-07-09 0.870
Low (YTD): 2024-07-26 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.652
Avg. volume 1M:   0.000
Avg. price 6M:   0.628
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.72%
Volatility 6M:   136.93%
Volatility 1Y:   -
Volatility 3Y:   -