BNP Paribas Call 320 SOON 21.03.2025
/ DE000PC9RJ42
BNP Paribas Call 320 SOON 21.03.2.../ DE000PC9RJ42 /
| 08/11/2024 10:18:05 |
Chg.-0.03 |
Bid15:41:25 |
Ask15:41:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
-1.16% |
2.50
Bid Size: 5,000 |
2.53
Ask Size: 5,000 |
SONOVA N |
320.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC9RJ4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
0.22 |
| Time value: |
2.25 |
| Break-even: |
364.20 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
1.23% |
| Delta: |
0.58 |
| Theta: |
-0.09 |
| Omega: |
7.97 |
| Rho: |
0.63 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.80% |
| 1 Month |
|
|
+8.47% |
| 3 Months |
|
|
+130.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.23 |
| 1M High / 1M Low: |
3.39 |
2.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
