BNP Paribas Call 55 BAER 19.12.2025
/ DE000PC38944
BNP Paribas Call 55 BAER 19.12.20.../ DE000PC38944 /
9/2/2024 4:21:11 PM |
Chg.-0.040 |
Bid4:34:48 PM |
Ask4:34:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-10.81% |
- Bid Size: - |
- Ask Size: - |
JULIUS BAER N |
55.00 CHF |
12/19/2025 |
Call |
Master data
WKN: |
PC3894 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
JULIUS BAER N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 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: |
13.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.29 |
Parity: |
-0.61 |
Time value: |
0.38 |
Break-even: |
62.35 |
Moneyness: |
0.90 |
Premium: |
0.19 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.45 |
Theta: |
-0.01 |
Omega: |
6.17 |
Rho: |
0.25 |
Quote data
Open: |
0.340 |
High: |
0.350 |
Low: |
0.330 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.81% |
1 Month |
|
|
+26.92% |
3 Months |
|
|
-53.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.330 |
1M High / 1M Low: |
0.400 |
0.230 |
6M High / 6M Low: |
0.800 |
0.230 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.360 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.331 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.483 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.36% |
Volatility 6M: |
|
132.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |