BNP Paribas Call 600 VACN 20.06.2.../  DE000PC6NFN0  /

EUWAX
29/07/2024  10:23:10 Chg.- Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.120EUR - -
Bid Size: -
-
Ask Size: -
VAT GROUP N 600.00 CHF 20/06/2025 Call
 

Master data

WKN: PC6NFN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 20/06/2025
Issue date: 14/03/2024
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 31.84
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.33
Parity: -1.80
Time value: 0.14
Break-even: 639.44
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.21
Theta: -0.07
Omega: 6.54
Rho: 0.69
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -70.73%
3 Months
  -60.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.450 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.319
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -