BNP Paribas Call 500 VACN 21.03.2025
/ DE000PC707U8
BNP Paribas Call 500 VACN 21.03.2.../ DE000PC707U8 /
8/14/2024 10:10:38 AM |
Chg.+0.010 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+5.56% |
- Bid Size: - |
- Ask Size: - |
VAT GROUP N |
500.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
PC707U |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.35 |
Parity: |
-0.99 |
Time value: |
0.19 |
Break-even: |
544.93 |
Moneyness: |
0.81 |
Premium: |
0.28 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.01 |
Spread %: |
5.56% |
Delta: |
0.29 |
Theta: |
-0.10 |
Omega: |
6.60 |
Rho: |
0.64 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
-72.86% |
3 Months |
|
|
-56.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.170 |
1M High / 1M Low: |
0.760 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.305 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
283.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |