BNP Paribas Call 150 CFR 21.03.2025
/ DE000PC7Y6D4
BNP Paribas Call 150 CFR 21.03.20.../ DE000PC7Y6D4 /
| 09/10/2024 09:53:08 |
Chg.+0.020 |
Bid20:00:06 |
Ask20:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
150.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC7Y6D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.31 |
| Parity: |
-2.22 |
| Time value: |
0.40 |
| Break-even: |
163.32 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
9.31 |
| Rho: |
0.15 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.92% |
| 1 Month |
|
|
+111.11% |
| 3 Months |
|
|
-51.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.360 |
| 1M High / 1M Low: |
0.520 |
0.090 |
| 6M High / 6M Low: |
1.440 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.661 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
463.18% |
| Volatility 6M: |
|
246.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
