BNP Paribas Call 84 HEN3 21.03.2025
/ DE000PC7ZSP0
BNP Paribas Call 84 HEN3 21.03.20.../ DE000PC7ZSP0 /
| 2024-07-04 9:50:11 PM |
Chg.+0.010 |
Bid2024-07-04 |
Ask2024-07-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+1.85% |
0.550
Bid Size: 8,900 |
0.570
Ask Size: 8,900 |
HENKEL AG+CO.KGAA VZ... |
84.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
PC7ZSP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-0.20 |
| Time value: |
0.57 |
| Break-even: |
89.70 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
7.76 |
| Rho: |
0.27 |
Quote data
| Open: |
0.540 |
| High: |
0.550 |
| Low: |
0.520 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.70% |
| 1 Month |
|
|
-19.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.540 |
| 1M High / 1M Low: |
0.780 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
