BNP Paribas Call 22 VNA 19.12.2025
/ DE000PC497L5
BNP Paribas Call 22 VNA 19.12.202.../ DE000PC497L5 /
| 2024-05-24 9:50:11 PM |
Chg.-0.030 |
Bid9:52:31 PM |
Ask9:52:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-3.61% |
0.800
Bid Size: 20,000 |
0.880
Ask Size: 20,000 |
VONOVIA SE NA O.N. |
22.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PC497L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.37 |
| Parity: |
0.59 |
| Time value: |
0.30 |
| Break-even: |
30.80 |
| Moneyness: |
1.27 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
10.00% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
2.56 |
| Rho: |
0.22 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.790 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
+29.03% |
| 3 Months |
|
|
+12.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.800 |
| 1M High / 1M Low: |
0.960 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.818 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
