BNP Paribas Call 100 CFR 19.12.2025
/ DE000PC4AC35
BNP Paribas Call 100 CFR 19.12.20.../ DE000PC4AC35 /
23/09/2024 09:43:16 |
Chg.-0.16 |
Bid09:55:19 |
Ask09:55:19 |
Underlying |
Strike price |
Expiration date |
Option type |
2.26EUR |
-6.61% |
2.28 Bid Size: 11,000 |
2.29 Ask Size: 11,000 |
RICHEMONT N |
100.00 CHF |
19/12/2025 |
Call |
Master data
WKN: |
PC4AC3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
RICHEMONT N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.56 |
Intrinsic value: |
1.46 |
Implied volatility: |
0.25 |
Historic volatility: |
0.29 |
Parity: |
1.46 |
Time value: |
0.92 |
Break-even: |
129.14 |
Moneyness: |
1.14 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.42% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
3.92 |
Rho: |
0.86 |
Quote data
Open: |
2.26 |
High: |
2.26 |
Low: |
2.26 |
Previous Close: |
2.42 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.52% |
1 Month |
|
|
-46.32% |
3 Months |
|
|
-49.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.74 |
2.42 |
1M High / 1M Low: |
4.29 |
2.42 |
6M High / 6M Low: |
5.54 |
2.42 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.24% |
Volatility 6M: |
|
69.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |