BNP Paribas Call 750 EMSN 21.03.2025
/ DE000PC7ZJX3
BNP Paribas Call 750 EMSN 21.03.2.../ DE000PC7ZJX3 /
| 7/12/2024 12:21:14 PM |
Chg.-0.290 |
Bid1:15:33 PM |
Ask1:15:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-43.94% |
0.440
Bid Size: 20,300 |
0.450
Ask Size: 20,300 |
EMS-CHEMIE N |
750.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC7ZJX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.21 |
| Time value: |
0.45 |
| Break-even: |
836.48 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.67 |
| Theta: |
-0.13 |
| Omega: |
8.03 |
| Rho: |
3.20 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.330 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.48% |
| 1 Month |
|
|
-17.78% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.540 |
| 1M High / 1M Low: |
0.700 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
