BNP Paribas Call 25 AXA 19.12.2025
/ DE000PC38UL4
BNP Paribas Call 25 AXA 19.12.202.../ DE000PC38UL4 /
8/16/2024 9:20:23 PM |
Chg.+0.020 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+2.17% |
0.940 Bid Size: 16,200 |
0.980 Ask Size: 16,200 |
AXA S.A. INH. EO... |
25.00 EUR |
12/19/2025 |
Call |
Master data
WKN: |
PC38UL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AXA S.A. INH. EO 2,29 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 EUR |
Maturity: |
12/19/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
0.81 |
Time value: |
0.15 |
Break-even: |
34.60 |
Moneyness: |
1.32 |
Premium: |
0.05 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.04 |
Spread %: |
4.35% |
Delta: |
0.92 |
Theta: |
0.00 |
Omega: |
3.17 |
Rho: |
0.28 |
Quote data
Open: |
0.930 |
High: |
0.940 |
Low: |
0.930 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.62% |
1 Month |
|
|
+11.90% |
3 Months |
|
|
-3.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.870 |
1M High / 1M Low: |
0.920 |
0.760 |
6M High / 6M Low: |
1.030 |
0.650 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.888 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.856 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.878 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.02% |
Volatility 6M: |
|
63.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |