BNP Paribas Call 22 VNA 19.12.2025
/ DE000PC497L5
BNP Paribas Call 22 VNA 19.12.202.../ DE000PC497L5 /
| 2024-05-02 9:22:55 AM |
Chg.-0.020 |
Bid5:37:42 PM |
Ask5:37:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-2.74% |
0.720
Bid Size: 20,000 |
0.760
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: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.37 |
| Parity: |
0.52 |
| Time value: |
0.22 |
| Break-even: |
29.40 |
| Moneyness: |
1.24 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
5.71% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
3.09 |
| Rho: |
0.25 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.56% |
| 1 Month |
|
|
+7.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.570 |
| 1M High / 1M Low: |
0.730 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.592 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
