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

EUWAX
10/10/2024  12:54:58 Chg.+0.040 Bid17:20:00 Ask17:20:00 Underlying Strike price Expiration date Option type
0.280EUR +16.67% -
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: 63.13
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.31
Parity: -5.92
Time value: 0.31
Break-even: 257.99
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.86
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.15
Theta: -0.03
Omega: 9.62
Rho: 0.12
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+428.30%
3 Months
  -3.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.210
1M High / 1M Low: 0.300 0.033
6M High / 6M Low: 1.130 0.033
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   740.67%
Volatility 6M:   356.56%
Volatility 1Y:   -
Volatility 3Y:   -