BNP Paribas Call 220 SOON 21.03.2025
/ DE000PC70Z96
BNP Paribas Call 220 SOON 21.03.2.../ DE000PC70Z96 /
| 2024-06-21 9:59:23 AM |
Chg.- |
Bid9:54:35 AM |
Ask9:54:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.48EUR |
- |
6.33
Bid Size: 7,000 |
6.39
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: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.14 |
| Intrinsic value: |
5.10 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
5.10 |
| Time value: |
1.24 |
| Break-even: |
293.48 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
0.96% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
3.76 |
| Rho: |
1.29 |
Quote data
| Open: |
6.48 |
| High: |
6.48 |
| Low: |
6.48 |
| Previous Close: |
6.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.36% |
| 1 Month |
|
|
-19.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.92 |
6.37 |
| 1M High / 1M Low: |
8.03 |
6.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
