BNP Paribas Call 15 CLN 20.06.2025
/ DE000PC1L9K4
BNP Paribas Call 15 CLN 20.06.202.../ DE000PC1L9K4 /
06/09/2024 16:21:06 |
Chg.-0.060 |
Bid17:19:34 |
Ask17:19:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-12.24% |
- Bid Size: - |
- Ask Size: - |
CLARIANT N |
15.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
PC1L9K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CLARIANT N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.26 |
Parity: |
-2.56 |
Time value: |
0.47 |
Break-even: |
16.46 |
Moneyness: |
0.84 |
Premium: |
0.23 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.02 |
Spread %: |
4.44% |
Delta: |
0.29 |
Theta: |
0.00 |
Omega: |
8.19 |
Rho: |
0.03 |
Quote data
Open: |
0.430 |
High: |
0.450 |
Low: |
0.430 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-33.85% |
1 Month |
|
|
+2.38% |
3 Months |
|
|
-59.05% |
YTD |
|
|
-46.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.430 |
1M High / 1M Low: |
0.650 |
0.340 |
6M High / 6M Low: |
1.520 |
0.280 |
High (YTD): |
05/07/2024 |
1.520 |
Low (YTD): |
05/03/2024 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.524 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.520 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.833 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.86% |
Volatility 6M: |
|
154.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |