BNP Paribas Call 800 EMSN 21.03.2.../  DE000PC7ZJW5  /

Frankfurt Zert./BNP
2024-07-25  4:21:07 PM Chg.-0.020 Bid9:01:37 AM Ask- Underlying Strike price Expiration date Option type
0.130EUR -13.33% 0.140
Bid Size: 26,600
-
Ask Size: -
EMS-CHEMIE N 800.00 CHF 2025-03-21 Call
 

Master data

WKN: PC7ZJW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 800.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 46.69
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.20
Parity: -0.87
Time value: 0.16
Break-even: 849.79
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.28
Theta: -0.09
Omega: 13.04
Rho: 1.26
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -48.00%
3 Months
  -45.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.430 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   291.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -