BNP Paribas Call 0.7 AUD/USD 21.03.2025
/ DE000PC7N511
BNP Paribas Call 0.7 AUD/USD 21.0.../ DE000PC7N511 /
| 2024-06-19 4:16:24 PM |
Chg.+0.040 |
Bid4:33:02 PM |
Ask4:33:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+4.30% |
0.960
Bid Size: 30,000 |
0.980
Ask Size: 30,000 |
- |
0.70 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC7N51 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.70 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
64.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.09 |
| Parity: |
-3.20 |
| Time value: |
0.96 |
| Break-even: |
0.66 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
23.81 |
| Rho: |
0.00 |
Quote data
| Open: |
0.960 |
| High: |
0.970 |
| Low: |
0.950 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.02% |
| 1 Month |
|
|
-12.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.850 |
| 1M High / 1M Low: |
1.050 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
