BNP Paribas Call 250 SOON 21.03.2025
/ DE000PC70Z88
BNP Paribas Call 250 SOON 21.03.2.../ DE000PC70Z88 /
| 2024-06-28 10:05:26 AM |
Chg.-0.08 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.34EUR |
-1.81% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
250.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC70Z8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.32 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
2.58 |
| Time value: |
1.79 |
| Break-even: |
303.40 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.69% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
4.86 |
| Rho: |
1.22 |
Quote data
| Open: |
4.34 |
| High: |
4.34 |
| Low: |
4.34 |
| Previous Close: |
4.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
-13.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.42 |
3.92 |
| 1M High / 1M Low: |
5.48 |
3.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
