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

EUWAX
2024-07-29  10:24:24 AM Chg.+0.002 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.075EUR +2.74% -
Bid Size: -
-
Ask Size: -
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: 51.84
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.33
Parity: -1.80
Time value: 0.09
Break-even: 634.04
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 13.16%
Delta: 0.15
Theta: -0.07
Omega: 7.94
Rho: 0.38
 

Quote data

Open: 0.076
High: 0.076
Low: 0.075
Previous Close: 0.073
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -75.81%
3 Months
  -65.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.070
1M High / 1M Low: 0.350 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -