BNP Paribas Call 700 UU2 20.06.2025
/ DE000PC4AE17
BNP Paribas Call 700 UU2 20.06.20.../ DE000PC4AE17 /
2024-12-12 8:22:39 AM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.65EUR |
- |
- 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: |
3.65 |
High: |
3.65 |
Low: |
3.65 |
Previous Close: |
3.55 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.94% |
3 Months |
|
|
+61.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.65 |
3.18 |
6M High / 6M Low: |
3.65 |
1.28 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.31 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
40.16% |
Volatility 6M: |
|
63.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |