BNP Paribas Call 200 BSI 21.03.2025
/ DE000PC7YXY5
BNP Paribas Call 200 BSI 21.03.20.../ DE000PC7YXY5 /
| 2024-07-22 8:40:48 AM |
Chg.-0.060 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-8.22% |
-
Bid Size: - |
-
Ask Size: - |
BE SEMICON.INDSINH.E... |
200.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC7YXY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.43 |
| Parity: |
-5.32 |
| Time value: |
0.75 |
| Break-even: |
207.50 |
| Moneyness: |
0.73 |
| Premium: |
0.41 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.09 |
| Spread %: |
13.64% |
| Delta: |
0.27 |
| Theta: |
-0.04 |
| Omega: |
5.34 |
| Rho: |
0.22 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.24% |
| 1 Month |
|
|
-33.66% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
0.730 |
| 1M High / 1M Low: |
1.390 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.113 |
| Avg. volume 1M: |
|
7.500 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
