BNP Paribas Call 200 SND 19.12.2025
/ DE000PC39NY0
BNP Paribas Call 200 SND 19.12.20.../ DE000PC39NY0 /
| 2024-05-29 12:20:51 PM |
Chg.-0.200 |
Bid12:57:30 PM |
Ask12:57:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.220EUR |
-3.69% |
5.150
Bid Size: 14,000 |
5.170
Ask Size: 14,000 |
SCHNEIDER ELEC. INH.... |
200.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PC39NY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.06 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
3.27 |
| Time value: |
2.33 |
| Break-even: |
256.00 |
| Moneyness: |
1.16 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.14 |
| Spread %: |
2.56% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
3.26 |
| Rho: |
1.97 |
Quote data
| Open: |
5.450 |
| High: |
5.450 |
| Low: |
5.220 |
| Previous Close: |
5.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.77% |
| 1 Month |
|
|
+28.26% |
| 3 Months |
|
|
+48.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.600 |
5.180 |
| 1M High / 1M Low: |
5.600 |
3.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
