BNP Paribas Call 150 SND 20.06.2025
/ DE000PC1LLB8
BNP Paribas Call 150 SND 20.06.20.../ DE000PC1LLB8 /
| 2024-07-29 9:20:26 PM |
Chg.-0.040 |
Bid9:58:13 PM |
Ask9:58:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.660EUR |
-0.52% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
150.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
PC1LLB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.46 |
| Intrinsic value: |
6.96 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
6.96 |
| Time value: |
0.90 |
| Break-even: |
228.50 |
| Moneyness: |
1.46 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.13 |
| Spread %: |
1.68% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
2.53 |
| Rho: |
1.07 |
Quote data
| Open: |
7.710 |
| High: |
7.760 |
| Low: |
7.600 |
| Previous Close: |
7.700 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.34% |
| 1 Month |
|
|
-7.82% |
| 3 Months |
|
|
+7.43% |
| YTD |
|
|
+74.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.640 |
7.400 |
| 1M High / 1M Low: |
9.260 |
7.400 |
| 6M High / 6M Low: |
9.540 |
4.320 |
| High (YTD): |
2024-06-12 |
9.540 |
| Low (YTD): |
2024-01-05 |
3.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.63% |
| Volatility 6M: |
|
63.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
