BNP Paribas Call 120 BSI 21.03.2025
/ DE000PC8HC26
BNP Paribas Call 120 BSI 21.03.20.../ DE000PC8HC26 /
| 2024-07-03 8:39:58 AM |
Chg.+0.21 |
Bid5:09:52 PM |
Ask5:09:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.76EUR |
+4.62% |
5.66
Bid Size: 1,698 |
5.70
Ask Size: 1,698 |
BE SEMICON.INDSINH.E... |
120.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.50 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.42 |
| Parity: |
3.65 |
| Time value: |
1.17 |
| Break-even: |
168.10 |
| Moneyness: |
1.30 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.12 |
| Spread %: |
2.56% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
2.65 |
| Rho: |
0.57 |
Quote data
| Open: |
4.76 |
| High: |
4.76 |
| Low: |
4.76 |
| Previous Close: |
4.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.49% |
| 1 Month |
|
|
+47.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.83 |
4.46 |
| 1M High / 1M Low: |
5.04 |
2.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
