BNP Paribas Call 11.2 FTE 21.03.2025
/ DE000PC70F90
BNP Paribas Call 11.2 FTE 21.03.2.../ DE000PC70F90 /
13/09/2024 17:20:55 |
Chg.+0.040 |
Bid17:37:45 |
Ask17:37:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+12.12% |
0.380 Bid Size: 7,895 |
0.440 Ask Size: 6,819 |
ORANGE INH. ... |
11.20 EUR |
21/03/2025 |
Call |
Master data
WKN: |
PC70F9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ORANGE INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.20 EUR |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
26.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.14 |
Parity: |
-0.42 |
Time value: |
0.40 |
Break-even: |
11.60 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.06 |
Spread %: |
17.65% |
Delta: |
0.45 |
Theta: |
0.00 |
Omega: |
12.21 |
Rho: |
0.02 |
Quote data
Open: |
0.330 |
High: |
0.380 |
Low: |
0.330 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.33% |
1 Month |
|
|
+117.65% |
3 Months |
|
|
+270.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.300 |
1M High / 1M Low: |
0.330 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.314 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.211 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |