BNP Paribas Call 22 SGE 20.06.2025
/ DE000PC37T54
BNP Paribas Call 22 SGE 20.06.202.../ DE000PC37T54 /
| 11/13/2024 7:20:23 PM |
Chg.-0.040 |
Bid11/13/2024 |
Ask11/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-7.41% |
0.500
Bid Size: 6,000 |
0.530
Ask Size: 6,000 |
STE GENERALE INH. EO... |
22.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
PC37T5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
STE GENERALE INH. EO 1,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.44 |
| Time value: |
0.13 |
| Break-even: |
27.70 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.76 |
| Rho: |
0.09 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.490 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
+61.29% |
| 3 Months |
|
|
+194.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.540 |
| 1M High / 1M Low: |
0.610 |
0.290 |
| 6M High / 6M Low: |
0.710 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.94% |
| Volatility 6M: |
|
146.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
