BNP Paribas Call 130 BSI 21.03.2025
/ DE000PC7YX47
BNP Paribas Call 130 BSI 21.03.20.../ DE000PC7YX47 /
| 2024-07-22 9:20:52 PM |
Chg.+0.490 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.610EUR |
+15.71% |
3.620
Bid Size: 829 |
3.720
Ask Size: 807 |
BE SEMICON.INDSINH.E... |
130.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC7YX4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.43 |
| Parity: |
1.68 |
| Time value: |
1.52 |
| Break-even: |
162.00 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
2.89% |
| Delta: |
0.72 |
| Theta: |
-0.05 |
| Omega: |
3.29 |
| Rho: |
0.49 |
Quote data
| Open: |
3.170 |
| High: |
3.620 |
| Low: |
3.170 |
| Previous Close: |
3.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.80% |
| 1 Month |
|
|
-4.50% |
| 3 Months |
|
|
+43.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.000 |
3.120 |
| 1M High / 1M Low: |
5.000 |
3.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
