BNP Paribas Call 550 VACN 21.03.2025
/ DE000PC707S2
BNP Paribas Call 550 VACN 21.03.2.../ DE000PC707S2 /
9/17/2024 9:46:10 AM |
Chg.0.000 |
Bid1:51:20 PM |
Ask1:51:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.062EUR |
0.00% |
0.066 Bid Size: 70,943 |
0.076 Ask Size: 70,943 |
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: |
60.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.35 |
Parity: |
-1.59 |
Time value: |
0.07 |
Break-even: |
591.81 |
Moneyness: |
0.73 |
Premium: |
0.39 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.01 |
Spread %: |
16.67% |
Delta: |
0.14 |
Theta: |
-0.07 |
Omega: |
8.67 |
Rho: |
0.27 |
Quote data
Open: |
0.062 |
High: |
0.062 |
Low: |
0.062 |
Previous Close: |
0.062 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.64% |
1 Month |
|
|
-52.31% |
3 Months |
|
|
-87.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.066 |
0.061 |
1M High / 1M Low: |
0.150 |
0.057 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.063 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.105 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |