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

EUWAX
7/26/2024  10:11:56 AM Chg.+0.17 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
4.31EUR +4.11% -
Bid Size: -
-
Ask Size: -
SONOVA N 250.00 CHF 12/19/2025 Call
 

Master data

WKN: PC3888
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 250.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.36
Leverage: Yes

Calculated values

Fair value: 4.54
Intrinsic value: 1.26
Implied volatility: 0.23
Historic volatility: 0.25
Parity: 1.26
Time value: 3.05
Break-even: 304.57
Moneyness: 1.05
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.70%
Delta: 0.69
Theta: -0.04
Omega: 4.38
Rho: 2.04
 

Quote data

Open: 4.31
High: 4.31
Low: 4.31
Previous Close: 4.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.11%
1 Month
  -19.14%
3 Months  
+11.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.42 4.14
1M High / 1M Low: 5.62 4.14
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.26
Avg. volume 1W:   0.00
Avg. price 1M:   4.95
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -