BNP Paribas Call 250 SOON 21.03.2025
/ DE000PC70Z88
BNP Paribas Call 250 SOON 21.03.2.../ DE000PC70Z88 /
| 5/24/2024 10:08:43 AM |
Chg.+0.30 |
Bid2:21:05 PM |
Ask2:21:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.62EUR |
+5.64% |
5.66
Bid Size: 6,000 |
5.69
Ask Size: 6,000 |
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: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.02 |
| Intrinsic value: |
4.53 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
4.53 |
| Time value: |
1.36 |
| Break-even: |
311.71 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
4.27 |
| Rho: |
1.59 |
Quote data
| Open: |
5.62 |
| High: |
5.62 |
| Low: |
5.62 |
| Previous Close: |
5.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.75% |
| 1 Month |
|
|
+86.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.72 |
4.64 |
| 1M High / 1M Low: |
5.73 |
2.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
