BNP Paribas Call 136 USD/JPY 19.1.../  DE000PC7PSJ4  /

Frankfurt Zert./BNP
2024-06-10  4:21:07 PM Chg.+0.170 Bid5:16:31 PM Ask5:16:31 PM Underlying Strike price Expiration date Option type
7.710EUR +2.25% 7.710
Bid Size: 20,000
7.720
Ask Size: 20,000
- 136.00 JPY 2025-12-19 Call
 

Master data

WKN: PC7PSJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 136.00 JPY
Maturity: 2025-12-19
Issue date: 2024-04-05
Last trading day: 2025-12-18
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 350,109.83
Leverage: Yes

Calculated values

Fair value: 2,657,333.60
Intrinsic value: 351,862.01
Implied volatility: -
Historic volatility: 14.47
Parity: 351,862.01
Time value: -351,854.42
Break-even: 23,054.79
Moneyness: 1.15
Premium: -0.13
Premium p.a.: -0.09
Spread abs.: 0.01
Spread %: 0.13%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 7.750
High: 7.760
Low: 7.650
Previous Close: 7.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.19%
1 Month  
+8.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.540 6.930
1M High / 1M Low: 7.870 6.840
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.300
Avg. volume 1W:   0.000
Avg. price 1M:   7.324
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -