BNP Paribas Call 250 UHR 20.06.20.../  DE000PC1L6F0  /

Frankfurt Zert./BNP
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:   -