BNP Paribas Call 220 SOON 21.03.2025
/ DE000PC70Z96
BNP Paribas Call 220 SOON 21.03.2.../ DE000PC70Z96 /
9/11/2024 9:51:01 AM |
Chg.+0.38 |
Bid2:06:29 PM |
Ask2:06:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.77EUR |
+4.53% |
9.09 Bid Size: 6,000 |
9.15 Ask Size: 6,000 |
SONOVA N |
220.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
PC70Z9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.65 |
Intrinsic value: |
8.14 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
8.14 |
Time value: |
0.72 |
Break-even: |
324.32 |
Moneyness: |
1.35 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
0.68% |
Delta: |
0.92 |
Theta: |
-0.05 |
Omega: |
3.30 |
Rho: |
1.07 |
Quote data
Open: |
8.77 |
High: |
8.77 |
Low: |
8.77 |
Previous Close: |
8.39 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.86% |
1 Month |
|
|
+17.88% |
3 Months |
|
|
+12.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.22 |
8.39 |
1M High / 1M Low: |
9.22 |
6.84 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |