BNP Paribas Call 180 UHR 21.03.2025
/ DE000PC702Q7
BNP Paribas Call 180 UHR 21.03.20.../ DE000PC702Q7 /
07/06/2024 10:14:08 |
Chg.-0.13 |
Bid12:25:54 |
Ask12:25:54 |
Underlying |
Strike price |
Expiration date |
Option type |
2.49EUR |
-4.96% |
2.31 Bid Size: 7,500 |
2.33 Ask Size: 7,500 |
SWATCH GROUP I |
180.00 CHF |
21/03/2025 |
Call |
Master data
WKN: |
PC702Q |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.57 |
Intrinsic value: |
0.92 |
Implied volatility: |
0.27 |
Historic volatility: |
0.26 |
Parity: |
0.92 |
Time value: |
1.69 |
Break-even: |
211.97 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.77% |
Delta: |
0.67 |
Theta: |
-0.04 |
Omega: |
5.02 |
Rho: |
0.82 |
Quote data
Open: |
2.49 |
High: |
2.49 |
Low: |
2.49 |
Previous Close: |
2.62 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.35% |
1 Month |
|
|
-6.04% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.88 |
2.55 |
1M High / 1M Low: |
3.40 |
2.54 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.72 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |