BNP Paribas Call 9500 LISP 21.03.2025
/ DE000PC9RJY4
BNP Paribas Call 9500 LISP 21.03..../ DE000PC9RJY4 /
| 2024-07-29 10:19:51 AM |
Chg.+0.13 |
Bid12:16:32 PM |
Ask12:16:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
+7.56% |
1.87
Bid Size: 10,500 |
1.91
Ask Size: 10,500 |
LINDT PS |
9,500.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RJY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9,500.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
1.35 |
| Time value: |
0.52 |
| Break-even: |
11,772.78 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.19% |
| Delta: |
0.80 |
| Theta: |
-2.11 |
| Omega: |
4.79 |
| Rho: |
45.66 |
Quote data
| Open: |
1.84 |
| High: |
1.85 |
| Low: |
1.84 |
| Previous Close: |
1.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.52% |
| 1 Month |
|
|
+33.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.68 |
| 1M High / 1M Low: |
1.84 |
1.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
