BNP Paribas Call 140 SND 20.06.2025
/ DE000PC1LLA0
BNP Paribas Call 140 SND 20.06.20.../ DE000PC1LLA0 /
| 2024-07-30 9:16:15 AM |
Chg.-0.27 |
Bid8:57:04 PM |
Ask8:57:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.37EUR |
-3.13% |
8.25
Bid Size: 2,400 |
8.38
Ask Size: 2,400 |
SCHNEIDER ELEC. INH.... |
140.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| 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: |
8.37 |
| High: |
8.37 |
| Low: |
8.37 |
| Previous Close: |
8.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.67% |
| 1 Month |
|
|
-10.48% |
| 3 Months |
|
|
+3.21% |
| YTD |
|
|
+63.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.44 |
8.07 |
| 1M High / 1M Low: |
10.00 |
8.07 |
| 6M High / 6M Low: |
10.36 |
5.11 |
| High (YTD): |
2024-06-13 |
10.36 |
| Low (YTD): |
2024-01-05 |
4.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.21% |
| Volatility 6M: |
|
56.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
