BNP Paribas Call 0.85 USDCHF 21.03.2025
/ DE000PC7PP30
BNP Paribas Call 0.85 USDCHF 21.0.../ DE000PC7PP30 /
| 2024-05-31 9:20:38 PM |
Chg.-0.050 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.920EUR |
-1.26% |
3.880
Bid Size: 10,000 |
3.890
Ask Size: 10,000 |
CROSSRATE USD/CHF |
0.85 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC7PP3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.85 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
23.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.22 |
| Intrinsic value: |
5.45 |
| Implied volatility: |
- |
| Historic volatility: |
0.07 |
| Parity: |
5.45 |
| Time value: |
-1.47 |
| Break-even: |
0.91 |
| Moneyness: |
1.06 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.110 |
| High: |
4.150 |
| Low: |
3.780 |
| Previous Close: |
3.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.41% |
| 1 Month |
|
|
-20.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.620 |
3.920 |
| 1M High / 1M Low: |
4.660 |
3.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
