BNP Paribas Call 500 VACN 20.09.2024
/ DE000PC22971
BNP Paribas Call 500 VACN 20.09.2.../ DE000PC22971 /
| 7/16/2024 12:21:06 PM |
Chg.+0.020 |
Bid12:22:19 PM |
Ask12:22:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+4.17% |
0.500
Bid Size: 29,242 |
0.510
Ask Size: 29,242 |
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: |
10.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
0.13 |
| Time value: |
0.37 |
| Break-even: |
563.01 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.60 |
| Theta: |
-0.34 |
| Omega: |
6.32 |
| Rho: |
0.48 |
Quote data
| Open: |
0.480 |
| High: |
0.500 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+35.14% |
| 3 Months |
|
|
+31.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.450 |
| 1M High / 1M Low: |
0.490 |
0.360 |
| 6M High / 6M Low: |
0.490 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.55% |
| Volatility 6M: |
|
202.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
