BNP Paribas Call 550 VACN 21.03.2025
/ DE000PC707S2
BNP Paribas Call 550 VACN 21.03.2.../ DE000PC707S2 /
| 10/18/2024 11:21:07 AM |
Chg.+0.002 |
Bid12:01:43 PM |
Ask12:01:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
+10.53% |
0.021
Bid Size: 100,000 |
0.051
Ask Size: 100,000 |
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: |
76.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.37 |
| Parity: |
-1.97 |
| Time value: |
0.05 |
| Break-even: |
591.46 |
| Moneyness: |
0.66 |
| Premium: |
0.52 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.03 |
| Spread %: |
168.42% |
| Delta: |
0.11 |
| Theta: |
-0.07 |
| Omega: |
8.19 |
| Rho: |
0.15 |
Quote data
| Open: |
0.019 |
| High: |
0.021 |
| Low: |
0.019 |
| Previous Close: |
0.019 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.00% |
| 1 Month |
|
|
-63.79% |
| 3 Months |
|
|
-91.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.019 |
| 1M High / 1M Low: |
0.120 |
0.019 |
| 6M High / 6M Low: |
0.540 |
0.019 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.246 |
| Avg. volume 6M: |
|
47.244 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
497.16% |
| Volatility 6M: |
|
278.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
