BNP Paribas Call 13 CLN 21.03.2025
/ DE000PC7Y3Q3
BNP Paribas Call 13 CLN 21.03.202.../ DE000PC7Y3Q3 /
| 2024-11-13 9:21:01 AM |
Chg.-0.020 |
Bid9:37:59 AM |
Ask9:37:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-11.11% |
0.170
Bid Size: 26,000 |
0.190
Ask Size: 26,000 |
CLARIANT N |
13.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC7Y3Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-1.60 |
| Time value: |
0.28 |
| Break-even: |
14.13 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.26 |
| Theta: |
0.00 |
| Omega: |
11.43 |
| Rho: |
0.01 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.22% |
| 1 Month |
|
|
-81.61% |
| 3 Months |
|
|
-78.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.180 |
| 1M High / 1M Low: |
0.820 |
0.180 |
| 6M High / 6M Low: |
2.630 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.383 |
| Avg. volume 6M: |
|
2.692 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.48% |
| Volatility 6M: |
|
182.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
