BNP Paribas Call 250 SOON 19.12.2025
/ DE000PC38886
BNP Paribas Call 250 SOON 19.12.2.../ DE000PC38886 /
17/06/2024 16:21:24 |
Chg.-0.280 |
Bid17:19:55 |
Ask17:19:55 |
Underlying |
Strike price |
Expiration date |
Option type |
5.220EUR |
-5.09% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
250.00 CHF |
19/12/2025 |
Call |
Master data
WKN: |
PC3888 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.78 |
Intrinsic value: |
2.69 |
Implied volatility: |
0.25 |
Historic volatility: |
0.26 |
Parity: |
2.69 |
Time value: |
2.98 |
Break-even: |
319.05 |
Moneyness: |
1.10 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
0.53% |
Delta: |
0.74 |
Theta: |
-0.04 |
Omega: |
3.79 |
Rho: |
2.39 |
Quote data
Open: |
5.630 |
High: |
5.630 |
Low: |
5.220 |
Previous Close: |
5.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.14% |
1 Month |
|
|
-17.92% |
3 Months |
|
|
+1.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.200 |
5.500 |
1M High / 1M Low: |
6.680 |
5.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.944 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.104 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |