BNP Paribas Call 250 SOON 19.12.2025
/ DE000PC38886
BNP Paribas Call 250 SOON 19.12.2.../ DE000PC38886 /
2024-09-23 4:21:25 PM |
Chg.-0.270 |
Bid5:19:32 PM |
Ask5:19:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.090EUR |
-4.25% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
250.00 CHF |
2025-12-19 |
Call |
Master data
WKN: |
PC3888 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 CHF |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.45 |
Intrinsic value: |
4.21 |
Implied volatility: |
0.24 |
Historic volatility: |
0.25 |
Parity: |
4.21 |
Time value: |
2.16 |
Break-even: |
327.05 |
Moneyness: |
1.16 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
0.47% |
Delta: |
0.80 |
Theta: |
-0.04 |
Omega: |
3.83 |
Rho: |
2.23 |
Quote data
Open: |
6.250 |
High: |
6.290 |
Low: |
6.070 |
Previous Close: |
6.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.70% |
1 Month |
|
|
-12.25% |
3 Months |
|
|
+19.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.400 |
6.360 |
1M High / 1M Low: |
7.530 |
6.360 |
6M High / 6M Low: |
7.530 |
3.640 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.900 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.982 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.393 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.95% |
Volatility 6M: |
|
94.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |