BNP Paribas Call 600 VACN 21.03.2025
/ DE000PC8GUZ3
BNP Paribas Call 600 VACN 21.03.2.../ DE000PC8GUZ3 /
10/18/2024 9:51:01 AM |
Chg.+0.001 |
Bid11:46:02 AM |
Ask11:46:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
+14.29% |
0.008 Bid Size: 100,000 |
0.051 Ask Size: 100,000 |
VAT GROUP N |
600.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
PC8GUZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 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: |
76.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.37 |
Parity: |
-2.50 |
Time value: |
0.05 |
Break-even: |
644.76 |
Moneyness: |
0.61 |
Premium: |
0.65 |
Premium p.a.: |
2.30 |
Spread abs.: |
0.04 |
Spread %: |
628.57% |
Delta: |
0.10 |
Theta: |
-0.07 |
Omega: |
7.37 |
Rho: |
0.14 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.007 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-72.41% |
1 Month |
|
|
-73.33% |
3 Months |
|
|
-95.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.029 |
0.007 |
1M High / 1M Low: |
0.058 |
0.007 |
6M High / 6M Low: |
0.350 |
0.007 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.034 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.155 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
445.16% |
Volatility 6M: |
|
261.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |