BNP Paribas Call 250 SOON 21.03.2025
/ DE000PC70Z88
BNP Paribas Call 250 SOON 21.03.2.../ DE000PC70Z88 /
| 6/3/2024 1:21:26 PM |
Chg.+0.020 |
Bid2:00:04 PM |
Ask2:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.870EUR |
+0.41% |
4.890
Bid Size: 5,000 |
4.920
Ask Size: 5,000 |
SONOVA N |
250.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC70Z8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.13 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
3.47 |
| Time value: |
1.53 |
| Break-even: |
305.38 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.60% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
4.64 |
| Rho: |
1.45 |
Quote data
| Open: |
5.010 |
| High: |
5.010 |
| Low: |
4.820 |
| Previous Close: |
4.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.29% |
| 1 Month |
|
|
+44.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.310 |
4.850 |
| 1M High / 1M Low: |
5.980 |
3.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.747 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
