BNP Paribas Call 500 VACN 21.03.2.../  DE000PC707U8  /

EUWAX
7/30/2024  10:07:45 AM Chg.0.000 Bid5:20:01 PM Ask5:20:01 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% -
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: 18.45
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.34
Parity: -0.79
Time value: 0.24
Break-even: 545.43
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.35
Theta: -0.11
Omega: 6.41
Rho: 0.83
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.58%
1 Month
  -66.20%
3 Months
  -51.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.220
1M High / 1M Low: 0.770 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.559
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -