BNP Paribas Call 74 HEN3 21.03.2025
/ DE000PC7ZSR6
BNP Paribas Call 74 HEN3 21.03.20.../ DE000PC7ZSR6 /
| 24/07/2024 21:50:21 |
Chg.-0.060 |
Bid21:59:33 |
Ask21:59:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
-5.04% |
-
Bid Size: - |
-
Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
74.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
PC7ZSR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.85 |
| Time value: |
0.36 |
| Break-even: |
86.10 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.54% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.43 |
| Rho: |
0.35 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.070 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.38% |
| 1 Month |
|
|
-9.60% |
| 3 Months |
|
|
+101.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.130 |
| 1M High / 1M Low: |
1.310 |
1.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
