BNP Paribas Call 220 SOON 21.03.2025
/ DE000PC70Z96
BNP Paribas Call 220 SOON 21.03.2.../ DE000PC70Z96 /
| 6/25/2024 10:11:42 AM |
Chg.-0.12 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.19EUR |
-1.90% |
-
Bid Size: - |
-
Ask Size: - |
SONOVA N |
220.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC70Z9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.32 |
| Intrinsic value: |
5.32 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
5.32 |
| Time value: |
1.25 |
| Break-even: |
295.22 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
0.92% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
3.65 |
| Rho: |
1.28 |
Quote data
| Open: |
6.19 |
| High: |
6.19 |
| Low: |
6.19 |
| Previous Close: |
6.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.83% |
| 1 Month |
|
|
-22.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.57 |
6.31 |
| 1M High / 1M Low: |
7.91 |
6.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
