BNP Paribas Call 12 CLN 21.03.2025
/ DE000PC7Y3R1
BNP Paribas Call 12 CLN 21.03.202.../ DE000PC7Y3R1 /
| 11/13/2024 10:21:31 AM |
Chg.-0.010 |
Bid11:05:48 AM |
Ask11:05:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
0.420
Bid Size: 19,000 |
0.440
Ask Size: 19,000 |
CLARIANT N |
12.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC7Y3R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-0.97 |
| Time value: |
0.42 |
| Break-even: |
13.23 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.36 |
| Theta: |
0.00 |
| Omega: |
10.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.74% |
| 1 Month |
|
|
-70.55% |
| 3 Months |
|
|
-64.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.440 |
| 1M High / 1M Low: |
1.430 |
0.440 |
| 6M High / 6M Low: |
3.440 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.011 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.55% |
| Volatility 6M: |
|
151.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
