BNP Paribas Call 15 F 19.12.2025
/ DE000PC5C3Z2
BNP Paribas Call 15 F 19.12.2025/ DE000PC5C3Z2 /
| 2024-06-11 11:50:30 AM |
Chg.-0.050 |
Bid2024-06-11 |
Ask2024-06-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-4.59% |
1.040
Bid Size: 5,000 |
1.070
Ask Size: 5,000 |
Ford Motor Company |
15.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC5C3Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.29 |
| Parity: |
-2.43 |
| Time value: |
1.09 |
| Break-even: |
15.03 |
| Moneyness: |
0.83 |
| Premium: |
0.31 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
2.83% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
4.51 |
| Rho: |
0.06 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.040 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.83% |
| 1 Month |
|
|
+2.97% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.930 |
| 1M High / 1M Low: |
1.160 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.992 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
