BNP Paribas Call 240 UHR 21.03.2025
/ DE000PC702M6
BNP Paribas Call 240 UHR 21.03.20.../ DE000PC702M6 /
| 11/15/2024 4:21:17 PM |
Chg.+0.006 |
Bid5:17:25 PM |
Ask5:17:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
+8.11% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
240.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC702M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
162.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
-7.74 |
| Time value: |
0.11 |
| Break-even: |
257.59 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
1.89 |
| Spread abs.: |
0.02 |
| Spread %: |
22.22% |
| Delta: |
0.07 |
| Theta: |
-0.02 |
| Omega: |
11.24 |
| Rho: |
0.04 |
Quote data
| Open: |
0.073 |
| High: |
0.080 |
| Low: |
0.073 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.11% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.057 |
| 1M High / 1M Low: |
0.200 |
0.057 |
| 6M High / 6M Low: |
0.720 |
0.035 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.07% |
| Volatility 6M: |
|
411.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
