BNP Paribas Call 300 SOON 19.12.2025
/ DE000PC38894
BNP Paribas Call 300 SOON 19.12.2.../ DE000PC38894 /
10/15/2024 12:21:09 PM |
Chg.+0.080 |
Bid12:54:45 PM |
Ask12:54:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.080EUR |
+1.60% |
5.170 Bid Size: 3,000 |
5.200 Ask Size: 3,000 |
SONOVA N |
300.00 CHF |
12/19/2025 |
Call |
Master data
WKN: |
PC3889 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 CHF |
Maturity: |
12/19/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.22 |
Intrinsic value: |
1.82 |
Implied volatility: |
0.24 |
Historic volatility: |
0.25 |
Parity: |
1.82 |
Time value: |
3.23 |
Break-even: |
369.32 |
Moneyness: |
1.06 |
Premium: |
0.10 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
0.60% |
Delta: |
0.69 |
Theta: |
-0.05 |
Omega: |
4.59 |
Rho: |
2.14 |
Quote data
Open: |
5.200 |
High: |
5.200 |
Low: |
5.080 |
Previous Close: |
5.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.59% |
1 Month |
|
|
+20.38% |
3 Months |
|
|
+101.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.050 |
4.920 |
1M High / 1M Low: |
5.050 |
3.150 |
6M High / 6M Low: |
5.050 |
1.820 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.976 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.155 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.115 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.08% |
Volatility 6M: |
|
124.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |