BNP Paribas Call 700 UU2 20.06.2025
/ DE000PC4AE17
BNP Paribas Call 700 UU2 20.06.20.../ DE000PC4AE17 /
| 2024-12-12 9:50:41 PM |
Chg.-0.100 |
Bid9:58:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.560EUR |
-2.73% |
-
Bid Size: - |
-
Ask Size: - |
BLACKROCK INC. ... |
700.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
PC4AE1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BLACKROCK INC. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-13 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.17 |
| Parity: |
2.86 |
| Time value: |
0.71 |
| Break-even: |
1,057.00 |
| Moneyness: |
1.41 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.40 |
| Omega: |
2.29 |
| Rho: |
2.25 |
Quote data
| Open: |
3.640 |
| High: |
3.890 |
| Low: |
3.500 |
| Previous Close: |
3.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.64% |
| 3 Months |
|
|
+52.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.660 |
3.170 |
| 6M High / 6M Low: |
3.660 |
1.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.75% |
| Volatility 6M: |
|
61.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
