BNP Paribas Call 580 VACN 21.03.2.../  DE000PC8GU09  /

Frankfurt Zert./BNP
2024-06-14  4:21:26 PM Chg.-0.020 Bid9:02:13 AM Ask- Underlying Strike price Expiration date Option type
0.340EUR -5.56% 0.360
Bid Size: 28,666
-
Ask Size: -
VAT GROUP N 580.00 CHF 2025-03-21 Call
 

Master data

WKN: PC8GU0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VAT GROUP N
Type: Warrant
Option type: Call
Strike price: 580.00 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: 14.40
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.34
Parity: -0.90
Time value: 0.36
Break-even: 644.66
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.39
Theta: -0.12
Omega: 5.56
Rho: 1.25
 

Quote data

Open: 0.370
High: 0.370
Low: 0.330
Previous Close: 0.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month  
+36.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.310
1M High / 1M Low: 0.400 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -