BNP Paribas Call 550 VACN 21.03.2.../  DE000PC707S2  /

Frankfurt Zert./BNP
7/30/2024  4:21:10 PM Chg.0.000 Bid7/30/2024 Ask7/30/2024 Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -
-
Ask Size: -
VAT GROUP N 550.00 CHF 3/21/2025 Call
 

Master data

WKN: PC707S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Call
Strike price: 550.00 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: 31.62
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.34
Parity: -1.31
Time value: 0.14
Break-even: 587.57
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.23
Theta: -0.09
Omega: 7.25
Rho: 0.56
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.130
Turnover: 390
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -72.92%
3 Months
  -61.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.120
1M High / 1M Low: 0.540 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -