BNP Paribas Call 280 SOON 21.03.2.../  DE000PC70Z70  /

EUWAX
2024-05-24  10:08:43 AM Chg.+0.23 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
3.59EUR +6.85% -
Bid Size: -
-
Ask Size: -
SONOVA N 280.00 CHF 2025-03-21 Call
 

Master data

WKN: PC70Z7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 280.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.80
Leverage: Yes

Calculated values

Fair value: 4.02
Intrinsic value: 1.50
Implied volatility: 0.24
Historic volatility: 0.26
Parity: 1.50
Time value: 2.32
Break-even: 321.35
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.79%
Delta: 0.69
Theta: -0.06
Omega: 5.37
Rho: 1.38
 

Quote data

Open: 3.59
High: 3.59
Low: 3.59
Previous Close: 3.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.45%
1 Month  
+111.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.68 2.83
1M High / 1M Low: 3.68 1.56
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.25
Avg. volume 1W:   0.00
Avg. price 1M:   2.37
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -