BNP Paribas Call 520 VACN 20.12.2024
/ DE000PC6NFM2
BNP Paribas Call 520 VACN 20.12.2.../ DE000PC6NFM2 /
| 10/7/2024 10:07:51 AM |
Chg.-0.007 |
Bid4:00:15 PM |
Ask4:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-14.29% |
0.038
Bid Size: 100,000 |
0.051
Ask Size: 100,000 |
VAT GROUP N |
520.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
78.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.36 |
| Parity: |
-1.04 |
| Time value: |
0.06 |
| Break-even: |
557.73 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
1.94 |
| Spread abs.: |
0.01 |
| Spread %: |
21.28% |
| Delta: |
0.15 |
| Theta: |
-0.13 |
| Omega: |
11.70 |
| Rho: |
0.12 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.81% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
-91.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.039 |
| 1M High / 1M Low: |
0.066 |
0.018 |
| 6M High / 6M Low: |
0.550 |
0.018 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
544.62% |
| Volatility 6M: |
|
302.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
