BNP Paribas Call 42 BAER 21.03.2025
/ DE000PC8HMG8
BNP Paribas Call 42 BAER 21.03.20.../ DE000PC8HMG8 /
| 2024-07-25 2:21:25 PM |
Chg.-0.420 |
Bid2:40:15 PM |
Ask2:40:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-35.00% |
0.790
Bid Size: 26,000 |
0.800
Ask Size: 26,000 |
JULIUS BAER N |
42.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC8HMG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
0.99 |
| Time value: |
0.23 |
| Break-even: |
55.97 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.70 |
| Rho: |
0.22 |
Quote data
| Open: |
0.750 |
| High: |
0.780 |
| Low: |
0.730 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.07% |
| 1 Month |
|
|
-32.17% |
| 3 Months |
|
|
-19.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.120 |
| 1M High / 1M Low: |
1.260 |
1.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
