BNP Paribas Call 55 BAER 19.12.2025
/ DE000PC38944
BNP Paribas Call 55 BAER 19.12.20.../ DE000PC38944 /
| 08/11/2024 16:21:06 |
Chg.-0.050 |
Bid16:24:31 |
Ask16:24:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-7.35% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
55.00 CHF |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.27 |
| Parity: |
0.03 |
| Time value: |
0.62 |
| Break-even: |
65.10 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
5.56 |
| Rho: |
0.33 |
Quote data
| Open: |
0.640 |
| High: |
0.650 |
| Low: |
0.620 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.78% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
+142.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.570 |
| 1M High / 1M Low: |
0.680 |
0.480 |
| 6M High / 6M Low: |
0.800 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.592 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.49% |
| Volatility 6M: |
|
141.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
