BNP Paribas Call 160 SND 19.12.2025
/ DE000PC39NW4
BNP Paribas Call 160 SND 19.12.20.../ DE000PC39NW4 /
08/10/2024 13:22:34 |
Chg.+0.33 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
8.60EUR |
+3.99% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
160.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
PC39NW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.33 |
Intrinsic value: |
7.61 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
7.61 |
Time value: |
0.85 |
Break-even: |
244.60 |
Moneyness: |
1.48 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.14 |
Spread %: |
1.68% |
Delta: |
0.94 |
Theta: |
-0.02 |
Omega: |
2.61 |
Rho: |
1.63 |
Quote data
Open: |
8.13 |
High: |
8.60 |
Low: |
8.13 |
Previous Close: |
8.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.47% |
1 Month |
|
|
+22.33% |
3 Months |
|
|
+8.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.56 |
8.20 |
1M High / 1M Low: |
9.30 |
6.56 |
6M High / 6M Low: |
9.30 |
5.45 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.35 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.55 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.76% |
Volatility 6M: |
|
62.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |