BNP Paribas Call 66 HEN3 21.03.2025
/ DE000PC7ZSS4
BNP Paribas Call 66 HEN3 21.03.20.../ DE000PC7ZSS4 /
2024-08-28 8:40:50 AM |
Chg.+0.04 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.76EUR |
+2.33% |
- Bid Size: - |
- Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
66.00 - |
2025-03-21 |
Call |
Master data
WKN: |
PC7ZSS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HENKEL AG+CO.KGAA VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
66.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.71 |
Intrinsic value: |
1.57 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
1.57 |
Time value: |
0.22 |
Break-even: |
83.90 |
Moneyness: |
1.24 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
1.70% |
Delta: |
0.90 |
Theta: |
-0.01 |
Omega: |
4.09 |
Rho: |
0.31 |
Quote data
Open: |
1.76 |
High: |
1.76 |
Low: |
1.76 |
Previous Close: |
1.72 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.55% |
1 Month |
|
|
+7.98% |
3 Months |
|
|
-14.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.72 |
1.55 |
1M High / 1M Low: |
1.72 |
1.30 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |