BNP Paribas Call 10500 LISP 21.03.2025
/ DE000PC9RJW8
BNP Paribas Call 10500 LISP 21.03.../ DE000PC9RJW8 /
| 2024-09-25 4:51:35 PM |
Chg.+0.090 |
Bid5:19:38 PM |
Ask5:19:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+8.11% |
-
Bid Size: - |
-
Ask Size: - |
LINDT PS |
10,500.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RJW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,500.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.51 |
| Time value: |
0.64 |
| Break-even: |
12,287.14 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.77% |
| Delta: |
0.67 |
| Theta: |
-2.60 |
| Omega: |
6.82 |
| Rho: |
32.47 |
Quote data
| Open: |
1.160 |
| High: |
1.200 |
| Low: |
1.150 |
| Previous Close: |
1.110 |
| Turnover: |
3,555 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+3.45% |
| 3 Months |
|
|
+17.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.950 |
| 1M High / 1M Low: |
1.400 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
