BNP Paribas Call 600 VACN 21.03.2025
/ DE000PC8GUZ3
BNP Paribas Call 600 VACN 21.03.2.../ DE000PC8GUZ3 /
2024-09-06 4:21:06 PM |
Chg.-0.007 |
Bid4:37:03 PM |
Ask4:37:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
-20.00% |
0.027 Bid Size: 100,000 |
0.051 Ask Size: 100,000 |
VAT GROUP N |
600.00 CHF |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2024-04-17 |
Last trading day: |
2025-03-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
82.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.35 |
Parity: |
-2.17 |
Time value: |
0.05 |
Break-even: |
644.56 |
Moneyness: |
0.66 |
Premium: |
0.53 |
Premium p.a.: |
1.20 |
Spread abs.: |
0.02 |
Spread %: |
50.00% |
Delta: |
0.10 |
Theta: |
-0.06 |
Omega: |
8.40 |
Rho: |
0.20 |
Quote data
Open: |
0.031 |
High: |
0.035 |
Low: |
0.028 |
Previous Close: |
0.035 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-64.56% |
1 Month |
|
|
-30.00% |
3 Months |
|
|
-89.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.079 |
0.035 |
1M High / 1M Low: |
0.085 |
0.035 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
299.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |