BNP Paribas Call 500 VACN 20.12.2024
/ DE000PC22997
BNP Paribas Call 500 VACN 20.12.2.../ DE000PC22997 /
| 17/09/2024 09:47:47 |
Chg.0.000 |
Bid12:52:39 |
Ask12:52:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
0.00% |
0.052
Bid Size: 93,471 |
0.062
Ask Size: 93,471 |
VAT GROUP N |
500.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
-1.06 |
| Time value: |
0.06 |
| Break-even: |
537.35 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.01 |
| Spread %: |
21.28% |
| Delta: |
0.15 |
| Theta: |
-0.10 |
| Omega: |
11.16 |
| Rho: |
0.15 |
Quote data
| Open: |
0.049 |
| High: |
0.049 |
| Low: |
0.049 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
-91.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.047 |
| 1M High / 1M Low: |
0.160 |
0.043 |
| 6M High / 6M Low: |
0.660 |
0.043 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
3.200 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.03% |
| Volatility 6M: |
|
227.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
