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

EUWAX
2024-08-14  10:12:14 AM Chg.+0.003 Bid5:20:01 PM Ask5:20:01 PM Underlying Strike price Expiration date Option type
0.066EUR +4.76% -
Bid Size: -
-
Ask Size: -
VAT GROUP N 580.00 CHF 2025-03-21 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: 2025-03-21
Issue date: 2024-04-17
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 56.89
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.35
Parity: -1.83
Time value: 0.08
Break-even: 617.58
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 15.38%
Delta: 0.14
Theta: -0.07
Omega: 7.99
Rho: 0.31
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.063
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -82.16%
3 Months
  -70.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.063
1M High / 1M Low: 0.410 0.045
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -