BNP Paribas Call 180 UHR 21.03.20.../  DE000PC702Q7  /

EUWAX
8/2/2024  9:57:14 AM Chg.-0.27 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.43EUR -15.88% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 180.00 CHF 3/21/2025 Call
 

Master data

WKN: PC702Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 180.00 CHF
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.00
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.27
Parity: -0.62
Time value: 1.55
Break-even: 207.69
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 1.31%
Delta: 0.53
Theta: -0.04
Omega: 6.30
Rho: 0.52
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.54%
1 Month
  -31.90%
3 Months
  -51.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.74 1.43
1M High / 1M Low: 2.38 1.10
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.59
Avg. volume 1W:   0.00
Avg. price 1M:   1.71
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -