BNP Paribas Call 120 SY1 19.12.2025
/ DE000PC7ASA5
BNP Paribas Call 120 SY1 19.12.20.../ DE000PC7ASA5 /
| 31/10/2024 21:50:11 |
Chg.-0.030 |
Bid31/10/2024 |
Ask31/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-4.17% |
0.690
Bid Size: 5,400 |
0.710
Ask Size: 5,400 |
SYMRISE AG INH. O.N. |
120.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
PC7ASA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
26/03/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-0.85 |
| Time value: |
0.74 |
| Break-even: |
127.40 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
7.08 |
| Rho: |
0.51 |
Quote data
| Open: |
0.710 |
| High: |
0.730 |
| Low: |
0.680 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
-42.50% |
| 3 Months |
|
|
-31.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.720 |
| 1M High / 1M Low: |
1.200 |
0.720 |
| 6M High / 6M Low: |
1.200 |
0.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.983 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.63% |
| Volatility 6M: |
|
65.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
