BNP Paribas Call 120 BSI 21.03.2025
/ DE000PC8HC26
BNP Paribas Call 120 BSI 21.03.20.../ DE000PC8HC26 /
| 7/23/2024 8:38:59 AM |
Chg.+0.45 |
Bid9:54:06 AM |
Ask9:54:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.27EUR |
+11.78% |
4.27
Bid Size: 1,992 |
4.31
Ask Size: 1,992 |
BE SEMICON.INDSINH.E... |
120.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC8HC2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.01 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.43 |
| Parity: |
3.12 |
| Time value: |
1.31 |
| Break-even: |
164.20 |
| Moneyness: |
1.26 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.12 |
| Spread %: |
2.79% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
2.69 |
| Rho: |
0.49 |
Quote data
| Open: |
4.27 |
| High: |
4.27 |
| Low: |
4.27 |
| Previous Close: |
3.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.48% |
| 1 Month |
|
|
-9.34% |
| 3 Months |
|
|
+40.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.73 |
3.82 |
| 1M High / 1M Low: |
5.75 |
3.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
