BNP Paribas Call 280 SOON 21.03.2.../  DE000PC70Z70  /

EUWAX
7/5/2024  10:03:17 AM Chg.-0.17 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.43EUR -6.54% -
Bid Size: -
-
Ask Size: -
SONOVA N 280.00 CHF 3/21/2025 Call
 

Master data

WKN: PC70Z7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 280.00 CHF
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.59
Leverage: Yes

Calculated values

Fair value: 2.81
Intrinsic value: 0.03
Implied volatility: 0.24
Historic volatility: 0.25
Parity: 0.03
Time value: 2.69
Break-even: 314.91
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.12%
Delta: 0.59
Theta: -0.06
Omega: 6.27
Rho: 1.02
 

Quote data

Open: 2.43
High: 2.43
Low: 2.43
Previous Close: 2.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.41%
1 Month
  -28.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.69 2.49
1M High / 1M Low: 3.46 2.21
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.58
Avg. volume 1W:   0.00
Avg. price 1M:   2.73
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -