BNP Paribas Call 220 SOON 21.03.2025
/ DE000PC70Z96
BNP Paribas Call 220 SOON 21.03.2.../ DE000PC70Z96 /
| 13/11/2024 09:54:09 |
Chg.-0.69 |
Bid20:00:06 |
Ask20:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.61EUR |
-6.11% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
220.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC70Z9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.00 |
| Intrinsic value: |
10.73 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
10.73 |
| Time value: |
0.32 |
| Break-even: |
345.37 |
| Moneyness: |
1.46 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
0.55% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
3.03 |
| Rho: |
0.78 |
Quote data
| Open: |
10.61 |
| High: |
10.61 |
| Low: |
10.61 |
| Previous Close: |
11.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.08% |
| 1 Month |
|
|
+2.12% |
| 3 Months |
|
|
+55.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.77 |
11.29 |
| 1M High / 1M Low: |
12.37 |
10.14 |
| 6M High / 6M Low: |
12.37 |
4.77 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.47% |
| Volatility 6M: |
|
92.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
