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

EUWAX
7/5/2024  10:03:29 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% -
Bid Size: -
-
Ask Size: -
VAT GROUP N 580.00 CHF 3/21/2025 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: 3/21/2025
Issue date: 4/17/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.47
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.33
Parity: -0.72
Time value: 0.39
Break-even: 636.35
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.42
Theta: -0.13
Omega: 5.60
Rho: 1.27
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+23.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.350
1M High / 1M Low: 0.390 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -