BNP Paribas Call 180 BSI 21.03.2025
/ DE000PC7YXZ2
BNP Paribas Call 180 BSI 21.03.20.../ DE000PC7YXZ2 /
23/08/2024 21:20:42 |
Chg.-0.040 |
Bid23/08/2024 |
Ask23/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-8.70% |
0.420 Bid Size: 7,143 |
0.500 Ask Size: 6,000 |
BE SEMICON.INDSINH.E... |
180.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
23.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.46 |
Parity: |
-6.05 |
Time value: |
0.50 |
Break-even: |
185.00 |
Moneyness: |
0.66 |
Premium: |
0.55 |
Premium p.a.: |
1.14 |
Spread abs.: |
0.08 |
Spread %: |
19.05% |
Delta: |
0.22 |
Theta: |
-0.04 |
Omega: |
5.24 |
Rho: |
0.12 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.410 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.70% |
1 Month |
|
|
-4.55% |
3 Months |
|
|
-58.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.420 |
1M High / 1M Low: |
0.490 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.462 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |