BNP Paribas Call 450 VACN 21.03.2025
/ DE000PC707W4
BNP Paribas Call 450 VACN 21.03.2.../ DE000PC707W4 /
| 2024-06-21 4:21:09 PM |
Chg.-0.050 |
Bid5:15:53 PM |
Ask5:15:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-4.95% |
-
Bid Size: - |
-
Ask Size: - |
VAT GROUP N |
450.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC707W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VAT GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.33 |
| Parity: |
0.52 |
| Time value: |
0.46 |
| Break-even: |
568.61 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.72 |
| Theta: |
-0.13 |
| Omega: |
3.82 |
| Rho: |
2.06 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.930 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.05% |
| 1 Month |
|
|
+3.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.960 |
| 1M High / 1M Low: |
1.050 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.902 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
