BNP Paribas Call 600 VACN 20.12.2.../  DE000PG3T4A7  /

EUWAX
9/17/2024  9:45:31 AM Chg.-0.001 Bid10:37:18 AM Ask10:37:18 AM Underlying Strike price Expiration date Option type
0.003EUR -25.00% 0.004
Bid Size: 100,000
0.051
Ask Size: 100,000
VAT GROUP N 600.00 CHF 12/20/2024 Call
 

Master data

WKN: PG3T4A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 12/20/2024
Issue date: 7/9/2024
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 83.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.35
Parity: -2.12
Time value: 0.05
Break-even: 643.08
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 3.95
Spread abs.: 0.05
Spread %: 1,600.00%
Delta: 0.10
Theta: -0.12
Omega: 8.43
Rho: 0.10
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -85.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.004
1M High / 1M Low: 0.025 0.003
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   369.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -