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

Frankfurt Zert./BNP
11/11/2024  9:20:23 PM Chg.+0.760 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
11.200EUR +7.28% 11.190
Bid Size: 2,000		 11.330
Ask Size: 2,000		 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: 2.28
Leverage: Yes

Calculated values

Fair value: 10.34
Intrinsic value: 10.08
Implied volatility: 0.50
Historic volatility: 0.22
Parity: 10.08
Time value: 0.49
Break-even: 245.60
Moneyness: 1.72
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.14
Spread %: 1.34%
Delta: 0.95
Theta: -0.03
Omega: 2.17
Rho: 0.75
 

Quote data

Open: 10.560
High: 11.200
Low: 10.560
Previous Close: 10.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.74%
1 Month  
+6.26%
3 Months  
+44.52%
YTD  
+118.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.200 10.140
1M High / 1M Low: 11.200 9.760
6M High / 6M Low: 11.200 6.900
High (YTD): 11/11/2024 11.200
Low (YTD): 1/5/2024 4.370
52W High: - -
52W Low: - -
Avg. price 1W:   10.520
Avg. volume 1W:   0.000
Avg. price 1M:   10.534
Avg. volume 1M:   0.000
Avg. price 6M:   9.522
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.67%
Volatility 6M:   59.07%
Volatility 1Y:   -
Volatility 3Y:   -