BNP Paribas Call 600 VACN 21.03.2.../  DE000PC8GUZ3  /

EUWAX
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:   -