BNP Paribas Call 150 BSI 21.03.20.../  DE000PC7YX21  /

Frankfurt Zert./BNP
2024-07-22  9:20:40 PM Chg.+0.400 Bid9:35:35 PM Ask9:35:35 PM Underlying Strike price Expiration date Option type
2.460EUR +19.42% 2.460
Bid Size: 1,220
2.560
Ask Size: 1,172
BE SEMICON.INDSINH.E... 150.00 EUR 2025-03-21 Call
 

Master data

WKN: PC7YX2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.43
Parity: -0.32
Time value: 2.15
Break-even: 171.50
Moneyness: 0.98
Premium: 0.17
Premium p.a.: 0.26
Spread abs.: 0.09
Spread %: 4.37%
Delta: 0.58
Theta: -0.05
Omega: 3.93
Rho: 0.42
 

Quote data

Open: 2.100
High: 2.460
Low: 2.100
Previous Close: 2.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.42%
1 Month
  -6.11%
3 Months  
+43.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.640 2.060
1M High / 1M Low: 3.640 2.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.814
Avg. volume 1W:   0.000
Avg. price 1M:   3.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -