BNP Paribas Call 140 SND 20.06.2025
/ DE000PC1LLA0
BNP Paribas Call 140 SND 20.06.20.../ DE000PC1LLA0 /
| 10/9/2024 9:17:55 AM |
Chg.+0.13 |
Bid2:22:14 PM |
Ask2:22:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.24EUR |
+1.29% |
10.50
Bid Size: 10,000 |
10.52
Ask Size: 10,000 |
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: |
10.16 |
| Intrinsic value: |
9.85 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
9.85 |
| Time value: |
0.63 |
| Break-even: |
244.70 |
| Moneyness: |
1.70 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.14 |
| Spread %: |
1.36% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.14 |
| Rho: |
0.83 |
Quote data
| Open: |
10.24 |
| High: |
10.24 |
| Low: |
10.24 |
| Previous Close: |
10.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.99% |
| 1 Month |
|
|
+22.49% |
| 3 Months |
|
|
+9.05% |
| YTD |
|
|
+100.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.11 |
9.70 |
| 1M High / 1M Low: |
11.01 |
8.36 |
| 6M High / 6M Low: |
11.01 |
6.71 |
| High (YTD): |
9/26/2024 |
11.01 |
| Low (YTD): |
1/5/2024 |
4.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.65% |
| Volatility 6M: |
|
61.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
