BNP Paribas Call 600 VACN 19.12.2.../  DE000PC6NFQ3  /

EUWAX
17/09/2024  09:45:58 Chg.0.000 Bid15:34:59 Ask15:34:59 Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.170
Bid Size: 34,955
0.180
Ask Size: 34,955
VAT GROUP N 600.00 CHF 19/12/2025 Call
 

Master data

WKN: PC6NFQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 19/12/2025
Issue date: 14/03/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 23.66
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.35
Parity: -2.12
Time value: 0.18
Break-even: 655.98
Moneyness: 0.67
Premium: 0.54
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.23
Theta: -0.06
Omega: 5.36
Rho: 0.99
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -34.62%
3 Months
  -71.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.170
1M High / 1M Low: 0.290 0.160
6M High / 6M Low: 0.640 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.48%
Volatility 6M:   146.76%
Volatility 1Y:   -
Volatility 3Y:   -