BNP Paribas Call 580 VACN 21.03.2.../  DE000PC8GU09  /

Frankfurt Zert./BNP
17/09/2024  12:21:27 Chg.+0.003 Bid17/09/2024 Ask17/09/2024 Underlying Strike price Expiration date Option type
0.043EUR +7.50% 0.043
Bid Size: 89,378
0.053
Ask Size: 89,378
VAT GROUP N 580.00 CHF 21/03/2025 Call
 

Master data

WKN: PC8GU0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Call
Strike price: 580.00 CHF
Maturity: 21/03/2025
Issue date: 17/04/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 83.51
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.35
Parity: -1.91
Time value: 0.05
Break-even: 621.81
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 1.11
Spread abs.: 0.01
Spread %: 30.77%
Delta: 0.11
Theta: -0.06
Omega: 8.96
Rho: 0.21
 

Quote data

Open: 0.040
High: 0.043
Low: 0.040
Previous Close: 0.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.16%
1 Month
  -50.00%
3 Months
  -87.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.038
1M High / 1M Low: 0.110 0.038
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -