BNP Paribas Call 200 UHR 19.12.2025
/ DE000PC387L8
BNP Paribas Call 200 UHR 19.12.20.../ DE000PC387L8 /
| 2024-06-14 10:21:01 AM |
Chg.-0.050 |
Bid10:59:56 AM |
Ask10:59:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
-2.40% |
2.030
Bid Size: 5,000 |
2.050
Ask Size: 5,000 |
SWATCH GROUP I |
200.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC387L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.26 |
| Parity: |
-1.31 |
| Time value: |
2.14 |
| Break-even: |
229.78 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
4.96 |
| Rho: |
1.28 |
Quote data
| Open: |
2.070 |
| High: |
2.070 |
| Low: |
2.030 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.87% |
| 1 Month |
|
|
-18.15% |
| 3 Months |
|
|
-40.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
2.000 |
| 1M High / 1M Low: |
2.780 |
2.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
