BNP Paribas Call 250 UHR 20.06.2025
/ DE000PC1L6F0
BNP Paribas Call 250 UHR 20.06.20.../ DE000PC1L6F0 /
2024-11-15 4:20:58 PM |
Chg.+0.010 |
Bid2024-11-15 |
Ask2024-11-15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+9.09% |
- Bid Size: - |
- Ask Size: - |
SWATCH GROUP I |
250.00 CHF |
2025-06-20 |
Call |
Master data
WKN: |
PC1L6F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 CHF |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
127.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.33 |
Parity: |
-8.81 |
Time value: |
0.14 |
Break-even: |
268.57 |
Moneyness: |
0.67 |
Premium: |
0.50 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.02 |
Spread %: |
16.67% |
Delta: |
0.08 |
Theta: |
-0.02 |
Omega: |
9.88 |
Rho: |
0.07 |
Quote data
Open: |
0.110 |
High: |
0.120 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.00% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
-47.83% |
YTD |
|
|
-94.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.080 |
1M High / 1M Low: |
0.250 |
0.080 |
6M High / 6M Low: |
0.730 |
0.046 |
High (YTD): |
2024-01-04 |
1.950 |
Low (YTD): |
2024-09-23 |
0.046 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.165 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.264 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
261.87% |
Volatility 6M: |
|
344.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |