BNP Paribas Call 9500 LISP 21.03.2025
/ DE000PC9RJY4
BNP Paribas Call 9500 LISP 21.03..../ DE000PC9RJY4 /
| 7/30/2024 10:05:04 AM |
Chg.+0.04 |
Bid11:44:13 AM |
Ask11:44:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
+2.16% |
1.85
Bid Size: 10,600 |
1.89
Ask Size: 10,600 |
LINDT PS |
9,500.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
1.44 |
| Time value: |
0.42 |
| Break-even: |
11,767.10 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
2.20% |
| Delta: |
0.84 |
| Theta: |
-1.82 |
| Omega: |
5.11 |
| Rho: |
48.98 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.72% |
| 1 Month |
|
|
+35.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.68 |
| 1M High / 1M Low: |
1.85 |
1.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
