BNP Paribas Call 200 UHR 21.03.20.../  DE000PC702P9  /

Frankfurt Zert./BNP
15/11/2024  16:21:17 Chg.+0.040 Bid17:19:29 Ask17:19:29 Underlying Strike price Expiration date Option type
0.340EUR +13.33% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 200.00 CHF 21/03/2025 Call
 

Master data

WKN: PC702P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 21/03/2025
Issue date: 09/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.12
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.33
Parity: -3.47
Time value: 0.38
Break-even: 217.54
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.77
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.22
Theta: -0.04
Omega: 10.15
Rho: 0.12
 

Quote data

Open: 0.300
High: 0.340
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.24%
1 Month
  -22.73%
3 Months
  -61.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.220
1M High / 1M Low: 0.900 0.220
6M High / 6M Low: 2.110 0.150
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   0.889
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   294.25%
Volatility 6M:   397.18%
Volatility 1Y:   -
Volatility 3Y:   -