BNP Paribas Call 14 CLN 21.03.202.../  DE000PC7Y3P5  /

Frankfurt Zert./BNP
11/12/2024  4:21:06 PM Chg.-0.047 Bid5:16:50 PM Ask5:16:50 PM Underlying Strike price Expiration date Option type
0.073EUR -39.17% -
Bid Size: -
-
Ask Size: -
CLARIANT N 14.00 CHF 3/21/2025 Call
 

Master data

WKN: PC7Y3P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Call
Strike price: 14.00 CHF
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 94.23
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.27
Parity: -2.67
Time value: 0.13
Break-even: 15.05
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.79
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.14
Theta: 0.00
Omega: 13.15
Rho: 0.01
 

Quote data

Open: 0.080
High: 0.080
Low: 0.073
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -63.50%
1 Month
  -84.47%
3 Months
  -83.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.073
1M High / 1M Low: 0.420 0.073
6M High / 6M Low: 1.930 0.073
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.147
Avg. volume 1W:   0.000
Avg. price 1M:   0.264
Avg. volume 1M:   0.000
Avg. price 6M:   0.908
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.89%
Volatility 6M:   211.01%
Volatility 1Y:   -
Volatility 3Y:   -