BNP Paribas Call 240 UHR 21.03.20.../  DE000PC702M6  /

EUWAX
2024-09-25  9:51:31 AM Chg.+0.003 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.044EUR +7.32% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 240.00 CHF 2025-03-21 Call
 

Master data

WKN: PC702M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 240.00 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: 258.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -9.20
Time value: 0.06
Break-even: 255.19
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 1.53
Spread abs.: 0.02
Spread %: 46.51%
Delta: 0.04
Theta: -0.01
Omega: 11.25
Rho: 0.03
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month
  -70.67%
3 Months
  -89.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.033
1M High / 1M Low: 0.170 0.033
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -