BNP Paribas Call 110 BSI 21.03.2025
/ DE000PC83650
BNP Paribas Call 110 BSI 21.03.20.../ DE000PC83650 /
| 2024-10-04 9:20:40 PM |
Chg.+0.020 |
Bid9:58:41 PM |
Ask9:58:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
+1.19% |
-
Bid Size: - |
-
Ask Size: - |
BE SEMICON.INDSINH.E... |
110.00 - |
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 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-10-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.46 |
| Parity: |
-0.89 |
| Time value: |
1.79 |
| Break-even: |
127.90 |
| Moneyness: |
0.92 |
| Premium: |
0.27 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.08 |
| Spread %: |
4.68% |
| Delta: |
0.55 |
| Theta: |
-0.08 |
| Omega: |
3.09 |
| Rho: |
0.14 |
Quote data
| Open: |
1.700 |
| High: |
1.790 |
| Low: |
1.700 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+10.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.700 |
1.700 |
| 6M High / 6M Low: |
6.600 |
1.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
141.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
