BNP Paribas Call 300 SOON 21.03.2025
/ DE000PC70Z62
BNP Paribas Call 300 SOON 21.03.2.../ DE000PC70Z62 /
| 11/13/2024 4:21:12 PM |
Chg.-0.540 |
Bid5:19:56 PM |
Ask5:19:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.210EUR |
-14.40% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
300.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC70Z6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
2.19 |
| Time value: |
1.48 |
| Break-even: |
356.98 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
6.60 |
| Rho: |
0.72 |
Quote data
| Open: |
3.490 |
| High: |
3.490 |
| Low: |
2.960 |
| Previous Close: |
3.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.14% |
| 1 Month |
|
|
-10.59% |
| 3 Months |
|
|
+78.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.030 |
3.730 |
| 1M High / 1M Low: |
4.930 |
3.090 |
| 6M High / 6M Low: |
4.930 |
0.870 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.826 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.97% |
| Volatility 6M: |
|
199.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
