BNP Paribas Call 250 SOON 19.12.2.../  DE000PC38886  /

Frankfurt Zert./BNP
13/09/2024  16:21:24 Chg.+0.090 Bid17:19:52 Ask17:19:52 Underlying Strike price Expiration date Option type
7.530EUR +1.21% -
Bid Size: -
-
Ask Size: -
SONOVA N 250.00 CHF 19/12/2025 Call
 

Master data

WKN: PC3888
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 250.00 CHF
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.32
Leverage: Yes

Calculated values

Fair value: 7.59
Intrinsic value: 5.51
Implied volatility: 0.23
Historic volatility: 0.25
Parity: 5.51
Time value: 1.91
Break-even: 339.42
Moneyness: 1.21
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.41%
Delta: 0.84
Theta: -0.04
Omega: 3.64
Rho: 2.48
 

Quote data

Open: 7.640
High: 7.670
Low: 7.530
Previous Close: 7.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.03%
1 Month  
+20.48%
3 Months  
+36.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.530 6.780
1M High / 1M Low: 7.530 6.250
6M High / 6M Low: 7.530 3.640
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.276
Avg. volume 1W:   0.000
Avg. price 1M:   6.828
Avg. volume 1M:   0.000
Avg. price 6M:   5.323
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.63%
Volatility 6M:   100.86%
Volatility 1Y:   -
Volatility 3Y:   -