OverviewChartNewsTraderScreen

BNP Paribas Call 140 SND 20.06.20.../  DE000PC1LLA0  /

Frankfurt Zert./BNP
7/30/2024  8:20:41 PM Chg.-0.280 Bid8:52:19 PM Ask8:52:19 PM Underlying Strike price Expiration date Option type
8.280EUR -3.27% 8.260
Bid Size: 2,400		 8.390
Ask Size: 2,400		 SCHNEIDER ELEC. INH.... 140.00 EUR 6/20/2025 Call
 

Master data

WKN: PC1LLA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 6/20/2025
Issue date: 12/11/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 8.30
Intrinsic value: 7.84
Implied volatility: 0.43
Historic volatility: 0.22
Parity: 7.84
Time value: 0.85
Break-even: 226.90
Moneyness: 1.56
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.13
Spread %: 1.52%
Delta: 0.92
Theta: -0.03
Omega: 2.30
Rho: 1.01
 

Quote data

Open: 8.550
High: 8.570
Low: 8.230
Previous Close: 8.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.39%
1 Month
  -10.10%
3 Months  
+3.63%
YTD  
+61.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.560 8.300
1M High / 1M Low: 10.170 8.300
6M High / 6M Low: 10.450 5.070
High (YTD): 6/12/2024 10.450
Low (YTD): 1/5/2024 4.370
52W High: - -
52W Low: - -
Avg. price 1W:   8.838
Avg. volume 1W:   0.000
Avg. price 1M:   9.334
Avg. volume 1M:   0.000
Avg. price 6M:   8.341
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.44%
Volatility 6M:   57.89%
Volatility 1Y:   -
Volatility 3Y:   -