BNP Paribas Call 220 SOON 21.03.2.../  DE000PC70Z96  /

Frankfurt Zert./BNP
7/26/2024  4:21:26 PM Chg.+0.240 Bid5:19:50 PM Ask5:19:50 PM Underlying Strike price Expiration date Option type
5.610EUR +4.47% -
Bid Size: -
-
Ask Size: -
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: 4.96
Leverage: Yes

Calculated values

Fair value: 5.38
Intrinsic value: 4.40
Implied volatility: 0.28
Historic volatility: 0.25
Parity: 4.40
Time value: 1.13
Break-even: 285.39
Moneyness: 1.19
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.10%
Delta: 0.84
Theta: -0.05
Omega: 4.15
Rho: 1.14
 

Quote data

Open: 5.480
High: 5.720
Low: 5.480
Previous Close: 5.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.06%
1 Month
  -13.82%
3 Months  
+14.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.590 5.340
1M High / 1M Low: 7.050 5.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.468
Avg. volume 1W:   0.000
Avg. price 1M:   6.279
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -