BNP Paribas Call 200 BSI 21.03.2025
/ DE000PC7YXY5
BNP Paribas Call 200 BSI 21.03.20.../ DE000PC7YXY5 /
| 23/07/2024 08:38:10 |
Chg.+0.140 |
Bid10:44:28 |
Ask10:44:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+20.90% |
0.820
Bid Size: 6,216 |
0.840
Ask Size: 6,216 |
BE SEMICON.INDSINH.E... |
200.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.43 |
| Parity: |
-4.89 |
| Time value: |
0.92 |
| Break-even: |
209.20 |
| Moneyness: |
0.76 |
| Premium: |
0.38 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.10 |
| Spread %: |
12.20% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
5.05 |
| Rho: |
0.25 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-19.80% |
| 3 Months |
|
|
+26.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
0.670 |
| 1M High / 1M Low: |
1.390 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.091 |
| Avg. volume 1M: |
|
7.143 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
