BNP Paribas Call 220 SOON 21.03.2025
/ DE000PC70Z96
BNP Paribas Call 220 SOON 21.03.2.../ DE000PC70Z96 /
| 2024-09-23 4:21:24 PM |
Chg.-0.310 |
Bid4:49:30 PM |
Ask4:49:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.760EUR |
-3.84% |
7.700
Bid Size: 7,000 |
7.760
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: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.85 |
| Intrinsic value: |
7.37 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
7.37 |
| Time value: |
0.74 |
| Break-even: |
312.85 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
0.75% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
3.42 |
| Rho: |
0.96 |
Quote data
| Open: |
7.950 |
| High: |
8.000 |
| Low: |
7.740 |
| Previous Close: |
8.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.47% |
| 1 Month |
|
|
-10.39% |
| 3 Months |
|
|
+22.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.290 |
8.070 |
| 1M High / 1M Low: |
9.460 |
8.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
