BNP Paribas Call 110 CFR 21.03.2025
/ DE000PC8HFU3
BNP Paribas Call 110 CFR 21.03.20.../ DE000PC8HFU3 /
| 9/6/2024 9:52:02 AM |
Chg.-0.31 |
Bid5:20:01 PM |
Ask5:20:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
-15.35% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
110.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC8HFU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.29 |
| Parity: |
1.28 |
| Time value: |
0.58 |
| Break-even: |
135.83 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
5.38 |
| Rho: |
0.44 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
2.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.93% |
| 1 Month |
|
|
-10.47% |
| 3 Months |
|
|
-60.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.02 |
| 1M High / 1M Low: |
3.09 |
1.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
