BNP Paribas Call 550 VACN 20.12.2.../  DE000PC6NFJ8  /

EUWAX
18/10/2024  09:50:41 Chg.0.000 Bid18/10/2024 Ask18/10/2024 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 550.00 CHF 20/12/2024 Call
 

Master data

WKN: PC6NFJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Call
Strike price: 550.00 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: 76.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.37
Parity: -1.97
Time value: 0.05
Break-even: 591.46
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 10.20
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.11
Theta: -0.17
Omega: 8.10
Rho: 0.06
 

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
  -88.89%
1 Month
  -92.86%
3 Months
  -99.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.001
1M High / 1M Low: 0.035 0.001
6M High / 6M Low: 0.410 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   777.97%
Volatility 6M:   384.11%
Volatility 1Y:   -
Volatility 3Y:   -