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

EUWAX
2024-09-24  9:51:22 AM Chg.+0.004 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.034EUR +13.33% -
Bid Size: -
-
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: 81.51
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.35
Parity: -2.00
Time value: 0.05
Break-even: 620.99
Moneyness: 0.67
Premium: 0.49
Premium p.a.: 1.28
Spread abs.: 0.02
Spread %: 75.86%
Delta: 0.11
Theta: -0.06
Omega: 8.58
Rho: 0.19
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.07%
1 Month
  -60.00%
3 Months
  -89.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.030
1M High / 1M Low: 0.110 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -