BNP Paribas Call 156 USD/JPY 19.12.2025
/ DE000PC8YVV3
BNP Paribas Call 156 USD/JPY 19.1.../ DE000PC8YVV3 /
11/09/2024 21:20:40 |
Chg.-0.010 |
Bid21:57:36 |
Ask21:57:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-1.32% |
0.750 Bid Size: 20,000 |
0.760 Ask Size: 20,000 |
- |
156.00 JPY |
19/12/2025 |
Call |
Master data
WKN: |
PC8YVV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
156.00 JPY |
Maturity: |
19/12/2025 |
Issue date: |
26/04/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
2,919,613.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,248,102.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.01 |
Historic volatility: |
14.68 |
Parity: |
-213,735.37 |
Time value: |
0.77 |
Break-even: |
24,618.38 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.32% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
331.77 |
Rho: |
0.03 |
Quote data
Open: |
0.670 |
High: |
0.750 |
Low: |
0.670 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.76% |
1 Month |
|
|
-35.90% |
3 Months |
|
|
-63.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.750 |
1M High / 1M Low: |
1.250 |
0.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.782 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.944 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |