BNP Paribas Call 240 UHR 21.03.20.../  DE000PC702M6  /

EUWAX
31/07/2024  15:27:10 Chg.- Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.200EUR - -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 240.00 CHF 21/03/2025 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: 21/03/2025
Issue date: 09/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 89.48
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.27
Parity: -6.46
Time value: 0.21
Break-even: 254.55
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.12
Theta: -0.02
Omega: 10.55
Rho: 0.13
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month
  -37.50%
3 Months
  -67.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.350 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   326.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -