BNP Paribas Call 520 VACN 20.12.2.../  DE000PC6NFM2  /

EUWAX
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:   -