BNP Paribas Call 10 FTE 21.03.2025
/ DE000PC70GE1
BNP Paribas Call 10 FTE 21.03.202.../ DE000PC70GE1 /
| 9/20/2024 8:37:51 AM |
Chg.-0.19 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-15.83% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
10.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC70GE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.14 |
| Parity: |
0.83 |
| Time value: |
0.30 |
| Break-even: |
11.13 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
6.60% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
7.81 |
| Rho: |
0.04 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.81% |
| 1 Month |
|
|
+55.38% |
| 3 Months |
|
|
+146.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.01 |
| 1M High / 1M Low: |
1.20 |
0.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
