BNP Paribas Call 170 BSI 21.03.20.../  DE000PC7YX05  /

Frankfurt Zert./BNP
2024-07-22  9:20:39 PM Chg.+0.280 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
1.600EUR +21.21% 1.610
Bid Size: 1,864
1.710
Ask Size: 1,755
BE SEMICON.INDSINH.E... 170.00 EUR 2025-03-21 Call
 

Master data

WKN: PC7YX0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Call
Strike price: 170.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.49
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.43
Parity: -2.32
Time value: 1.40
Break-even: 184.00
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.41
Spread abs.: 0.09
Spread %: 6.87%
Delta: 0.44
Theta: -0.05
Omega: 4.57
Rho: 0.33
 

Quote data

Open: 1.340
High: 1.610
Low: 1.340
Previous Close: 1.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.76%
1 Month
  -8.57%
3 Months  
+39.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.530 1.320
1M High / 1M Low: 2.530 1.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.894
Avg. volume 1W:   0.000
Avg. price 1M:   2.054
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -