BNP Paribas Call 22 VNA 19.12.2025
/ DE000PC497L5
BNP Paribas Call 22 VNA 19.12.202.../ DE000PC497L5 /
| 2024-05-06 4:20:50 PM |
Chg.+0.010 |
Bid2024-05-06 |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+1.30% |
0.780
Bid Size: 100,000 |
0.820
Ask Size: 100,000 |
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: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.37 |
| Parity: |
0.61 |
| Time value: |
0.21 |
| Break-even: |
30.20 |
| Moneyness: |
1.28 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
5.13% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
2.96 |
| Rho: |
0.26 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.770 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.88% |
| 1 Month |
|
|
+34.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.640 |
| 1M High / 1M Low: |
0.770 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
