BNP Paribas Call 500 VACN 20.06.2025
/ DE000PC1MC42
BNP Paribas Call 500 VACN 20.06.2.../ DE000PC1MC42 /
| 9/17/2024 9:13:51 AM |
Chg.0.000 |
Bid11:10:14 AM |
Ask11:10:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
0.00% |
0.210
Bid Size: 39,491 |
0.220
Ask Size: 39,491 |
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: |
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: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
-39.39% |
| 3 Months |
|
|
-75.31% |
| YTD |
|
|
-60.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.190 |
| 1M High / 1M Low: |
0.370 |
0.180 |
| 6M High / 6M Low: |
0.870 |
0.160 |
| High (YTD): |
7/9/2024 |
0.870 |
| Low (YTD): |
8/5/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.18% |
| Volatility 6M: |
|
164.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
