BNP Paribas Call 520 VACN 20.12.2024
/ DE000PC6NFM2
BNP Paribas Call 520 VACN 20.12.2.../ DE000PC6NFM2 /
2024-10-18 9:50:41 AM |
Chg.0.000 |
Bid1:05:08 PM |
Ask1:05:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 100,000 |
0.051 Ask Size: 100,000 |
VAT GROUP N |
520.00 CHF |
2024-12-20 |
Call |
Master data
WKN: |
PC6NFM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
520.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
76.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.37 |
Parity: |
-1.65 |
Time value: |
0.05 |
Break-even: |
559.47 |
Moneyness: |
0.70 |
Premium: |
0.44 |
Premium p.a.: |
7.11 |
Spread abs.: |
0.05 |
Spread %: |
5,000.00% |
Delta: |
0.11 |
Theta: |
-0.16 |
Omega: |
8.77 |
Rho: |
0.07 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-95.45% |
1 Month |
|
|
-96.55% |
3 Months |
|
|
-99.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.023 |
0.001 |
1M High / 1M Low: |
0.066 |
0.001 |
6M High / 6M Low: |
0.550 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.033 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.227 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
660.04% |
Volatility 6M: |
|
339.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |