BNP Paribas Call 250 SOON 21.03.2025
/ DE000PC70Z88
BNP Paribas Call 250 SOON 21.03.2.../ DE000PC70Z88 /
| 17/07/2024 15:21:24 |
Chg.-0.520 |
Bid16:03:54 |
Ask16:03:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.320EUR |
-13.54% |
3.370
Bid Size: 6,000 |
3.400
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: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.78 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
2.06 |
| Time value: |
1.72 |
| Break-even: |
294.66 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.80% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
5.31 |
| Rho: |
1.10 |
Quote data
| Open: |
3.040 |
| High: |
3.480 |
| Low: |
3.040 |
| Previous Close: |
3.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.32% |
| 1 Month |
|
|
-21.14% |
| 3 Months |
|
|
+19.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.300 |
3.830 |
| 1M High / 1M Low: |
4.620 |
3.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
