BNP Paribas Call 280 SOON 21.03.2025
/ DE000PC70Z70
BNP Paribas Call 280 SOON 21.03.2.../ DE000PC70Z70 /
| 05/09/2024 14:21:14 |
Chg.+0.010 |
Bid14:50:05 |
Ask14:50:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.720EUR |
+0.27% |
3.810
Bid Size: 5,000 |
3.840
Ask Size: 5,000 |
SONOVA N |
280.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC70Z7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 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: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
1.61 |
| Time value: |
2.12 |
| Break-even: |
335.75 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.81% |
| Delta: |
0.67 |
| Theta: |
-0.08 |
| Omega: |
5.69 |
| Rho: |
0.94 |
Quote data
| Open: |
3.670 |
| High: |
3.720 |
| Low: |
3.660 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.59% |
| 1 Month |
|
|
+156.55% |
| 3 Months |
|
|
+14.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.750 |
3.370 |
| 1M High / 1M Low: |
3.750 |
1.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
