BNP Paribas Call 520 VACN 21.03.2025
/ DE000PC707T0
BNP Paribas Call 520 VACN 21.03.2.../ DE000PC707T0 /
| 7/31/2024 9:21:00 AM |
Chg.+0.050 |
Bid11:35:07 AM |
Ask11:35:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+27.78% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
520.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC707T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 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: |
23.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.33 |
| Parity: |
-1.02 |
| Time value: |
0.19 |
| Break-even: |
563.71 |
| Moneyness: |
0.81 |
| Premium: |
0.27 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.29 |
| Theta: |
-0.10 |
| Omega: |
6.78 |
| Rho: |
0.70 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
-62.30% |
| 3 Months |
|
|
-46.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.170 |
| 1M High / 1M Low: |
0.680 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
