BNP Paribas Call 20 SGE 20.06.2025
/ DE000PC37T47
BNP Paribas Call 20 SGE 20.06.202.../ DE000PC37T47 /
11/13/2024 8:07:07 AM |
Chg.-0.020 |
Bid3:50:39 PM |
Ask3:50:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-2.78% |
0.650 Bid Size: 30,000 |
0.670 Ask Size: 30,000 |
STE GENERALE INH. EO... |
20.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
PC37T4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
STE GENERALE INH. EO 1,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
1/30/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
0.64 |
Time value: |
0.10 |
Break-even: |
27.40 |
Moneyness: |
1.32 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
4.23% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
3.12 |
Rho: |
0.09 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.720 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+59.09% |
3 Months |
|
|
+159.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.700 |
1M High / 1M Low: |
0.800 |
0.430 |
6M High / 6M Low: |
0.890 |
0.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.736 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.577 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.499 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
216.42% |
Volatility 6M: |
|
129.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |