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

EUWAX
2024-07-31  9:58:40 AM Chg.-0.16 Bid10:00:02 AM Ask10:00:02 AM Underlying Strike price Expiration date Option type
4.57EUR -3.38% -
Bid Size: -
-
Ask Size: -
SONOVA N 250.00 CHF 2025-12-19 Call
 

Master data

WKN: PC3888
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 250.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.18
Leverage: Yes

Calculated values

Fair value: 4.64
Intrinsic value: 1.45
Implied volatility: 0.24
Historic volatility: 0.25
Parity: 1.45
Time value: 3.02
Break-even: 306.58
Moneyness: 1.06
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.68%
Delta: 0.70
Theta: -0.04
Omega: 4.30
Rho: 2.05
 

Quote data

Open: 4.57
High: 4.57
Low: 4.57
Previous Close: 4.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.39%
1 Month
  -14.74%
3 Months  
+14.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.73 4.14
1M High / 1M Low: 5.62 4.14
6M High / 6M Low: 6.75 3.54
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.42
Avg. volume 1W:   0.00
Avg. price 1M:   4.83
Avg. volume 1M:   0.00
Avg. price 6M:   5.23
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.24%
Volatility 6M:   81.48%
Volatility 1Y:   -
Volatility 3Y:   -