BNP Paribas Call 250 SOON 21.03.2.../  DE000PC70Z88  /

EUWAX
26/07/2024  10:12:51 Chg.+0.26 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
3.28EUR +8.61% -
Bid Size: -
-
Ask Size: -
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: 8.01
Leverage: Yes

Calculated values

Fair value: 3.42
Intrinsic value: 1.59
Implied volatility: 0.26
Historic volatility: 0.25
Parity: 1.59
Time value: 1.86
Break-even: 295.10
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.88%
Delta: 0.69
Theta: -0.06
Omega: 5.55
Rho: 1.02
 

Quote data

Open: 3.28
High: 3.28
Low: 3.28
Previous Close: 3.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.13%
1 Month
  -25.79%
3 Months  
+14.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.38 3.02
1M High / 1M Low: 4.62 3.02
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.24
Avg. volume 1W:   0.00
Avg. price 1M:   3.88
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -