BNP Paribas Call 250 UHR 20.06.2025
/ DE000PC1L6F0
BNP Paribas Call 250 UHR 20.06.20.../ DE000PC1L6F0 /
| 2024-06-14 9:22:08 AM |
Chg.+0.010 |
Bid5:00:00 PM |
Ask5:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+2.22% |
0.420
Bid Size: 10,000 |
0.440
Ask Size: 10,000 |
SWATCH GROUP I |
250.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC1L6F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.26 |
| Parity: |
-6.52 |
| Time value: |
0.49 |
| Break-even: |
265.37 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
7.87 |
| Rho: |
0.34 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-19.30% |
| 3 Months |
|
|
-61.67% |
| YTD |
|
|
-79.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.440 |
| 1M High / 1M Low: |
0.760 |
0.440 |
| 6M High / 6M Low: |
2.580 |
0.440 |
| High (YTD): |
2024-01-03 |
1.990 |
| Low (YTD): |
2024-06-10 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.547 |
| Avg. volume 1M: |
|
6.818 |
| Avg. price 6M: |
|
1.054 |
| Avg. volume 6M: |
|
29.098 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.63% |
| Volatility 6M: |
|
136.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
