BNP Paribas Call 180 BSI 21.03.20.../  DE000PC7YXZ2  /

Frankfurt Zert./BNP
2024-07-22  9:20:41 PM Chg.+0.240 Bid9:35:35 PM Ask9:35:35 PM Underlying Strike price Expiration date Option type
1.290EUR +22.86% 1.290
Bid Size: 2,326
1.390
Ask Size: 2,159
BE SEMICON.INDSINH.E... 180.00 EUR 2025-03-21 Call
 

Master data

WKN: PC7YXZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Call
Strike price: 180.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.99
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.43
Parity: -3.32
Time value: 1.13
Break-even: 191.30
Moneyness: 0.82
Premium: 0.30
Premium p.a.: 0.49
Spread abs.: 0.09
Spread %: 8.65%
Delta: 0.37
Theta: -0.05
Omega: 4.86
Rho: 0.29
 

Quote data

Open: 1.070
High: 1.290
Low: 1.070
Previous Close: 1.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.98%
1 Month
  -9.15%
3 Months  
+37.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.080 1.050
1M High / 1M Low: 2.080 1.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.536
Avg. volume 1W:   0.000
Avg. price 1M:   1.674
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -