BNP Paribas Call 150 SND 19.12.2025
/ DE000PC39NV6
BNP Paribas Call 150 SND 19.12.20.../ DE000PC39NV6 /
8/14/2024 8:23:08 AM |
Chg.+0.38 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.54EUR |
+5.31% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
150.00 EUR |
12/19/2025 |
Call |
Master data
WKN: |
PC39NV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 EUR |
Maturity: |
12/19/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.31 |
Intrinsic value: |
6.46 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
6.46 |
Time value: |
1.17 |
Break-even: |
226.30 |
Moneyness: |
1.43 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.13 |
Spread %: |
1.73% |
Delta: |
0.90 |
Theta: |
-0.03 |
Omega: |
2.53 |
Rho: |
1.57 |
Quote data
Open: |
7.54 |
High: |
7.54 |
Low: |
7.54 |
Previous Close: |
7.16 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.76% |
1 Month |
|
|
-16.04% |
3 Months |
|
|
-17.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.28 |
6.57 |
1M High / 1M Low: |
9.39 |
6.20 |
6M High / 6M Low: |
9.51 |
5.59 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.86 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.48% |
Volatility 6M: |
|
59.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |