BNP Paribas Call 200 UHR 19.12.2025
/ DE000PC387L8
BNP Paribas Call 200 UHR 19.12.20.../ DE000PC387L8 /
| 15/11/2024 09:48:06 |
Chg.+0.120 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+17.14% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
PC387L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.33 |
| Parity: |
-3.88 |
| Time value: |
0.84 |
| Break-even: |
221.72 |
| Moneyness: |
0.82 |
| Premium: |
0.27 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
6.55 |
| Rho: |
0.51 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.89% |
| 1 Month |
|
|
-13.68% |
| 3 Months |
|
|
-50.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.670 |
| 1M High / 1M Low: |
1.690 |
0.670 |
| 6M High / 6M Low: |
2.870 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.143 |
| Avg. volume 1M: |
|
739.130 |
| Avg. price 6M: |
|
1.451 |
| Avg. volume 6M: |
|
723.077 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.15% |
| Volatility 6M: |
|
224.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
