BNP Paribas Call 500 VACN 20.12.2024
/ DE000PC22997
BNP Paribas Call 500 VACN 20.12.2.../ DE000PC22997 /
| 10/18/2024 12:21:24 PM |
Chg.+0.002 |
Bid12:41:09 PM |
Ask12:41:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
+50.00% |
0.005
Bid Size: 100,000 |
0.051
Ask Size: 100,000 |
VAT GROUP N |
500.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
PC2299 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
76.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
-1.43 |
| Time value: |
0.05 |
| Break-even: |
538.15 |
| Moneyness: |
0.73 |
| Premium: |
0.38 |
| Premium p.a.: |
5.48 |
| Spread abs.: |
0.05 |
| Spread %: |
1,175.00% |
| Delta: |
0.12 |
| Theta: |
-0.15 |
| Omega: |
9.34 |
| Rho: |
0.07 |
Quote data
| Open: |
0.004 |
| High: |
0.006 |
| Low: |
0.004 |
| Previous Close: |
0.004 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-82.35% |
| 1 Month |
|
|
-86.36% |
| 3 Months |
|
|
-97.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.004 |
| 1M High / 1M Low: |
0.100 |
0.004 |
| 6M High / 6M Low: |
0.670 |
0.004 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.283 |
| Avg. volume 6M: |
|
78.740 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
675.09% |
| Volatility 6M: |
|
348.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
