BNP Paribas Call 0.86 EUR/GBP 21.03.2025
/ DE000PC3PZJ8
BNP Paribas Call 0.86 EUR/GBP 21..../ DE000PC3PZJ8 /
| 03/06/2024 15:21:20 |
Chg.+0.030 |
Bid15:45:00 |
Ask15:45:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
+1.41% |
2.150
Bid Size: 10,000 |
2.160
Ask Size: 10,000 |
- |
0.86 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
PC3PZJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.86 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
22/01/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
46.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
0.04 |
| Parity: |
-1.01 |
| Time value: |
2.13 |
| Break-even: |
1.03 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
39.57 |
| Rho: |
0.01 |
Quote data
| Open: |
2.150 |
| High: |
2.230 |
| Low: |
2.130 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
-19.10% |
| 3 Months |
|
|
-27.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
2.100 |
| 1M High / 1M Low: |
2.800 |
2.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
