BNP Paribas Call 220 UHR 20.06.2025
/ DE000PC1L6E3
BNP Paribas Call 220 UHR 20.06.20.../ DE000PC1L6E3 /
| 2024-07-09 4:21:03 PM |
Chg.-0.060 |
Bid5:16:02 PM |
Ask5:16:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC1L6E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
-3.60 |
| Time value: |
0.79 |
| Break-even: |
234.37 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
7.56 |
| Rho: |
0.49 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.710 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.20% |
| 1 Month |
|
|
-23.40% |
| 3 Months |
|
|
-62.11% |
| YTD |
|
|
-80.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.720 |
| 1M High / 1M Low: |
1.090 |
0.720 |
| 6M High / 6M Low: |
2.880 |
0.720 |
| High (YTD): |
2024-01-04 |
3.280 |
| Low (YTD): |
2024-07-09 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.585 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.47% |
| Volatility 6M: |
|
135.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
