BNP Paribas Call 220 SND 19.12.2025
/ DE000PC39NZ7
BNP Paribas Call 220 SND 19.12.20.../ DE000PC39NZ7 /
| 2024-06-04 8:18:53 AM |
Chg.-0.09 |
Bid8:30:32 PM |
Ask8:30:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.69EUR |
-2.38% |
3.61
Bid Size: 3,400 |
3.74
Ask Size: 3,400 |
SCHNEIDER ELEC. INH.... |
220.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PC39NZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.66 |
| Time value: |
3.20 |
| Break-even: |
258.50 |
| Moneyness: |
1.03 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.13 |
| Spread %: |
3.49% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
3.92 |
| Rho: |
1.73 |
Quote data
| Open: |
3.69 |
| High: |
3.69 |
| Low: |
3.69 |
| Previous Close: |
3.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.17% |
| 1 Month |
|
|
+27.24% |
| 3 Months |
|
|
+46.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.35 |
3.77 |
| 1M High / 1M Low: |
4.35 |
2.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
