BNP Paribas Call 280 SOON 21.03.2025
/ DE000PC70Z70
BNP Paribas Call 280 SOON 21.03.2.../ DE000PC70Z70 /
| 6/3/2024 10:09:13 AM |
Chg.+0.09 |
Bid3:15:29 PM |
Ask3:15:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
+3.05% |
2.98
Bid Size: 4,000 |
3.01
Ask Size: 4,000 |
SONOVA N |
280.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC70Z7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 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: |
9.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
0.41 |
| Time value: |
2.70 |
| Break-even: |
317.13 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.97% |
| Delta: |
0.62 |
| Theta: |
-0.06 |
| Omega: |
5.81 |
| Rho: |
1.19 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
3.04 |
| Previous Close: |
2.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.59% |
| 1 Month |
|
|
+57.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.40 |
2.95 |
| 1M High / 1M Low: |
3.68 |
1.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
