BNP Paribas Call 0.9 USDCHF 21.03.2025
/ DE000PC7PP22
BNP Paribas Call 0.9 USDCHF 21.03.../ DE000PC7PP22 /
| 06/08/2024 14:21:16 |
Chg.+0.030 |
Bid14:23:40 |
Ask14:23:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+6.82% |
0.460
Bid Size: 10,000 |
0.470
Ask Size: 10,000 |
CROSSRATE USD/CHF |
0.90 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC7PP2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.90 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
198.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.07 |
| Parity: |
-5.11 |
| Time value: |
0.46 |
| Break-even: |
0.97 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
43.85 |
| Rho: |
0.00 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.470 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.05% |
| 1 Month |
|
|
-59.83% |
| 3 Months |
|
|
-71.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.440 |
| 1M High / 1M Low: |
1.260 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.928 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
