BNP Paribas Call 150 SND 20.06.2025
/ DE000PC1LLB8
BNP Paribas Call 150 SND 20.06.20.../ DE000PC1LLB8 /
| 11/11/2024 9:17:53 AM |
Chg.+0.32 |
Bid5:01:07 PM |
Ask5:01:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.95EUR |
+3.32% |
10.25
Bid Size: 10,000 |
10.27
Ask Size: 10,000 |
SCHNEIDER ELEC. INH.... |
150.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.36 |
| Intrinsic value: |
9.08 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
9.08 |
| Time value: |
0.54 |
| Break-even: |
246.10 |
| Moneyness: |
1.61 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.14 |
| Spread %: |
1.48% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.36 |
| Rho: |
0.79 |
Quote data
| Open: |
9.95 |
| High: |
9.95 |
| Low: |
9.95 |
| Previous Close: |
9.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.68% |
| 1 Month |
|
|
+3.97% |
| 3 Months |
|
|
+45.47% |
| YTD |
|
|
+128.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.79 |
8.69 |
| 1M High / 1M Low: |
9.93 |
8.69 |
| 6M High / 6M Low: |
10.07 |
5.84 |
| High (YTD): |
9/26/2024 |
10.07 |
| Low (YTD): |
1/5/2024 |
3.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.51% |
| Volatility 6M: |
|
67.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
