BNP Paribas Call 10000 LISP 21.03.2025
/ DE000PC9RJX6
BNP Paribas Call 10000 LISP 21.03.../ DE000PC9RJX6 /
| 9/4/2024 9:38:51 AM |
Chg.-0.10 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
-5.85% |
-
Bid Size: - |
-
Ask Size: - |
LINDT PS |
10,000.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RJX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,000.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
1.33 |
| Time value: |
0.48 |
| Break-even: |
12,458.59 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.80 |
| Theta: |
-2.33 |
| Omega: |
5.28 |
| Rho: |
42.07 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.33% |
| 1 Month |
|
|
+8.05% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.50 |
| 1M High / 1M Low: |
1.76 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
