BNP Paribas Call 520 VACN 21.03.2.../  DE000PC707T0  /

Frankfurt Zert./BNP
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:   -