BNP Paribas Call 140 SND 20.06.2025
/ DE000PC1LLA0
BNP Paribas Call 140 SND 20.06.20.../ DE000PC1LLA0 /
| 7/15/2024 9:21:49 AM |
Chg.- |
Bid8:40:24 AM |
Ask8:40:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.00EUR |
- |
9.79
Bid Size: 2,200 |
9.93
Ask Size: 2,200 |
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: |
2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.96 |
| Intrinsic value: |
9.49 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
9.49 |
| Time value: |
0.76 |
| Break-even: |
242.50 |
| Moneyness: |
1.68 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.14 |
| Spread %: |
1.38% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.15 |
| Rho: |
1.10 |
Quote data
| Open: |
10.00 |
| High: |
10.00 |
| Low: |
10.00 |
| Previous Close: |
9.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.50% |
| 1 Month |
|
|
+5.49% |
| 3 Months |
|
|
+37.55% |
| YTD |
|
|
+95.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.00 |
9.21 |
| 1M High / 1M Low: |
10.00 |
9.08 |
| 6M High / 6M Low: |
10.36 |
4.49 |
| High (YTD): |
6/13/2024 |
10.36 |
| Low (YTD): |
1/5/2024 |
4.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.16% |
| Volatility 6M: |
|
50.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
