BNP Paribas Call 220 SOON 21.03.2025
/ DE000PC70Z96
BNP Paribas Call 220 SOON 21.03.2.../ DE000PC70Z96 /
2024-06-14 4:21:26 PM |
Chg.-0.360 |
Bid4:50:15 PM |
Ask4:50:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.810EUR |
-5.02% |
6.840 Bid Size: 7,000 |
6.900 Ask Size: 7,000 |
SONOVA N |
220.00 CHF |
2025-03-21 |
Call |
Master data
WKN: |
PC70Z9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.95 |
Intrinsic value: |
5.97 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
5.97 |
Time value: |
1.29 |
Break-even: |
301.82 |
Moneyness: |
1.26 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
0.83% |
Delta: |
0.86 |
Theta: |
-0.05 |
Omega: |
3.41 |
Rho: |
1.34 |
Quote data
Open: |
7.170 |
High: |
7.170 |
Low: |
6.810 |
Previous Close: |
7.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.98% |
1 Month |
|
|
-2.01% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.650 |
7.170 |
1M High / 1M Low: |
8.480 |
6.900 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.598 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |