BNP Paribas Call 550 VACN 20.12.2024
/ DE000PC6NFJ8
BNP Paribas Call 550 VACN 20.12.2.../ DE000PC6NFJ8 /
| 9/17/2024 9:45:58 AM |
Chg.0.000 |
Bid11:27:05 AM |
Ask11:27:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
0.00% |
0.016
Bid Size: 100,000 |
0.051
Ask Size: 100,000 |
VAT GROUP N |
550.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
-1.59 |
| Time value: |
0.05 |
| Break-even: |
589.91 |
| Moneyness: |
0.73 |
| Premium: |
0.39 |
| Premium p.a.: |
2.54 |
| Spread abs.: |
0.04 |
| Spread %: |
264.29% |
| Delta: |
0.12 |
| Theta: |
-0.11 |
| Omega: |
9.63 |
| Rho: |
0.11 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.015 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-72.22% |
| 3 Months |
|
|
-95.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.018 |
0.015 |
| 1M High / 1M Low: |
0.063 |
0.014 |
| 6M High / 6M Low: |
0.410 |
0.014 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.68% |
| Volatility 6M: |
|
242.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
