BNP Paribas Call 130 BSI 21.03.2025
/ DE000PC7YX47
BNP Paribas Call 130 BSI 21.03.20.../ DE000PC7YX47 /
23/08/2024 21:20:54 |
Chg.-0.140 |
Bid23/08/2024 |
Ask23/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.340EUR |
-9.46% |
1.340 Bid Size: 2,239 |
1.420 Ask Size: 2,113 |
BE SEMICON.INDSINH.E... |
130.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.46 |
Parity: |
-1.05 |
Time value: |
1.42 |
Break-even: |
144.20 |
Moneyness: |
0.92 |
Premium: |
0.21 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.08 |
Spread %: |
5.97% |
Delta: |
0.50 |
Theta: |
-0.05 |
Omega: |
4.24 |
Rho: |
0.26 |
Quote data
Open: |
1.450 |
High: |
1.450 |
Low: |
1.290 |
Previous Close: |
1.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.59% |
1 Month |
|
|
-15.19% |
3 Months |
|
|
-53.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.550 |
1.340 |
1M High / 1M Low: |
1.590 |
0.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.468 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.314 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |