BNP Paribas Call 220 SOON 21.03.2025
/ DE000PC70Z96
BNP Paribas Call 220 SOON 21.03.2.../ DE000PC70Z96 /
| 2024-07-26 10:12:51 AM |
Chg.+0.33 |
Bid2:42:58 PM |
Ask2:42:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.53EUR |
+6.35% |
5.62
Bid Size: 8,000 |
5.68
Ask Size: 8,000 |
SONOVA N |
220.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC70Z9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| 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: |
5.53 |
| High: |
5.53 |
| Low: |
5.53 |
| Previous Close: |
5.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.54% |
| 1 Month |
|
|
-15.96% |
| 3 Months |
|
|
+17.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.65 |
5.20 |
| 1M High / 1M Low: |
7.04 |
5.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
