BNP Paribas Call 500 VACN 20.09.2.../  DE000PC22971  /

Frankfurt Zert./BNP
9/17/2024  3:21:06 PM Chg.0.000 Bid9/17/2024 Ask9/17/2024 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 100,000
0.051
Ask Size: 100,000
VAT GROUP N 500.00 CHF 9/20/2024 Call
 

Master data

WKN: PC2297
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 9/20/2024
Issue date: 1/8/2024
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 83.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.06
Historic volatility: 0.35
Parity: -1.06
Time value: 0.05
Break-even: 536.75
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.14
Theta: -2.91
Omega: 11.44
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -90.91%
3 Months
  -99.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.017 0.001
6M High / 6M Low: 0.530 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   499.63%
Volatility 6M:   427.48%
Volatility 1Y:   -
Volatility 3Y:   -