BNP Paribas Call 250 SOON 21.03.2025
/ DE000PC70Z88
BNP Paribas Call 250 SOON 21.03.2.../ DE000PC70Z88 /
| 12/07/2024 16:21:21 |
Chg.-0.150 |
Bid16:37:12 |
Ask16:37:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.150EUR |
-3.49% |
4.170
Bid Size: 6,000 |
4.200
Ask Size: 6,000 |
SONOVA N |
250.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC70Z8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
2.68 |
| Time value: |
1.58 |
| Break-even: |
299.43 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.71% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
5.04 |
| Rho: |
1.19 |
Quote data
| Open: |
4.100 |
| High: |
4.150 |
| Low: |
4.000 |
| Previous Close: |
4.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.19% |
| 1 Month |
|
|
-20.50% |
| 3 Months |
|
|
+33.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.300 |
3.830 |
| 1M High / 1M Low: |
5.220 |
3.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
