BNP Paribas Call 110 BSI 21.03.2025
/ DE000PC83650
BNP Paribas Call 110 BSI 21.03.20.../ DE000PC83650 /
| 2024-07-23 9:20:40 PM |
Chg.+0.170 |
Bid9:53:25 PM |
Ask9:53:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.210EUR |
+3.37% |
5.200
Bid Size: 577 |
5.320
Ask Size: 564 |
BE SEMICON.INDSINH.E... |
110.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC8365 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
4.12 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.43 |
| Parity: |
4.12 |
| Time value: |
1.06 |
| Break-even: |
161.70 |
| Moneyness: |
1.37 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.12 |
| Spread %: |
2.38% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
2.43 |
| Rho: |
0.49 |
Quote data
| Open: |
5.020 |
| High: |
5.240 |
| Low: |
4.990 |
| Previous Close: |
5.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.22% |
| 1 Month |
|
|
+0.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.450 |
4.460 |
| 1M High / 1M Low: |
6.600 |
4.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
