BNP Paribas Call 48 BAER 21.03.2025
/ DE000PC8HMF0
BNP Paribas Call 48 BAER 21.03.20.../ DE000PC8HMF0 /
| 06/11/2024 09:35:46 |
Chg.+0.16 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
+18.39% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
48.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC8HMF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.65 |
| Time value: |
0.22 |
| Break-even: |
59.58 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
5.11 |
| Rho: |
0.13 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
0.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.44% |
| 1 Month |
|
|
+49.28% |
| 3 Months |
|
|
+186.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.750 |
| 1M High / 1M Low: |
0.950 |
0.700 |
| 6M High / 6M Low: |
1.110 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.19% |
| Volatility 6M: |
|
142.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
