BNP Paribas Call 220 UHR 19.12.2025
/ DE000PC387M6
BNP Paribas Call 220 UHR 19.12.20.../ DE000PC387M6 /
| 2024-08-02 9:53:29 AM |
Chg.-0.170 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-17.53% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC387M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.27 |
| Parity: |
-4.89 |
| Time value: |
0.86 |
| Break-even: |
243.50 |
| Moneyness: |
0.79 |
| Premium: |
0.31 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
6.50 |
| Rho: |
0.65 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-27.93% |
| 3 Months |
|
|
-52.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.800 |
| 1M High / 1M Low: |
1.260 |
0.560 |
| 6M High / 6M Low: |
3.260 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.885 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.761 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.08% |
| Volatility 6M: |
|
142.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
