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

EUWAX
08/11/2024  10:22:39 Chg.0.000 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
VAT GROUP N 520.00 CHF 20/12/2024 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: 20/12/2024
Issue date: 14/03/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 75.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.33
Parity: -1.70
Time value: 0.05
Break-even: 559.16
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 27.44
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.11
Theta: -0.25
Omega: 8.51
Rho: 0.04
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -97.14%
3 Months
  -98.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.035 0.001
6M High / 6M Low: 0.550 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   540.65%
Volatility 6M:   368.27%
Volatility 1Y:   -
Volatility 3Y:   -