BNP Paribas Call 200 SIE 20.06.2025
/ DE000PC21VF0
BNP Paribas Call 200 SIE 20.06.20.../ DE000PC21VF0 /
| 11/10/2024 08:44:32 |
Chg.-0.020 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-2.30% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
200.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
PC21VF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-1.42 |
| Time value: |
0.99 |
| Break-even: |
209.90 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
8.06 |
| Rho: |
0.48 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
-2.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.750 |
| 1M High / 1M Low: |
0.870 |
0.310 |
| 6M High / 6M Low: |
1.520 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.578 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.723 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.52% |
| Volatility 6M: |
|
167.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
