BNP Paribas Call 100 SNW 18.12.2026
/ DE000PC9V8Z4
BNP Paribas Call 100 SNW 18.12.20.../ DE000PC9V8Z4 /
| 2024-09-20 8:23:31 AM |
Chg.+0.06 |
Bid10:01:05 AM |
Ask10:01:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+4.14% |
1.53
Bid Size: 28,000 |
1.56
Ask Size: 28,000 |
SANOFI SA INHABER ... |
100.00 EUR |
2026-12-18 |
Call |
Master data
| WKN: |
PC9V8Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.25 |
| Parity: |
0.41 |
| Time value: |
1.20 |
| Break-even: |
116.10 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
5.23% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.72 |
| Rho: |
1.34 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.59% |
| 1 Month |
|
|
+25.83% |
| 3 Months |
|
|
+106.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.40 |
| 1M High / 1M Low: |
1.62 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
