BNP Paribas Call 190 SND 21.03.2025
/ DE000PC70V41
BNP Paribas Call 190 SND 21.03.20.../ DE000PC70V41 /
| 9/13/2024 11:20:54 AM |
Chg.-0.080 |
Bid12:07:24 PM |
Ask12:07:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.490EUR |
-1.75% |
4.470
Bid Size: 12,000 |
4.490
Ask Size: 12,000 |
SCHNEIDER ELEC. INH.... |
190.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC70V4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.18 |
| Intrinsic value: |
3.62 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
3.62 |
| Time value: |
1.09 |
| Break-even: |
237.10 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.13 |
| Spread %: |
2.84% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
3.86 |
| Rho: |
0.70 |
Quote data
| Open: |
4.540 |
| High: |
4.580 |
| Low: |
4.490 |
| Previous Close: |
4.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.07% |
| 1 Month |
|
|
+20.05% |
| 3 Months |
|
|
-14.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.570 |
3.590 |
| 1M High / 1M Low: |
4.930 |
3.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
