BNP Paribas Call 220 UHR 20.06.2025
/ DE000PC1L6E3
BNP Paribas Call 220 UHR 20.06.20.../ DE000PC1L6E3 /
| 27/05/2024 16:21:00 |
Chg.-0.010 |
Bid17:19:26 |
Ask17:19:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-0.88% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC1L6E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
-2.98 |
| Time value: |
1.16 |
| Break-even: |
233.34 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
0.39 |
| Theta: |
-0.03 |
| Omega: |
6.43 |
| Rho: |
0.67 |
Quote data
| Open: |
1.150 |
| High: |
1.170 |
| Low: |
1.120 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.33% |
| 1 Month |
|
|
-10.40% |
| 3 Months |
|
|
-48.86% |
| YTD |
|
|
-69.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.130 |
| 1M High / 1M Low: |
1.500 |
1.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
04/01/2024 |
3.280 |
| Low (YTD): |
07/05/2024 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
