BNP Paribas Call 300 SOON 21.03.2025
/ DE000PC70Z62
BNP Paribas Call 300 SOON 21.03.2.../ DE000PC70Z62 /
| 9/25/2024 9:51:35 AM |
Chg.+0.10 |
Bid11:09:46 AM |
Ask11:09:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
+5.29% |
2.03
Bid Size: 5,000 |
2.06
Ask Size: 5,000 |
SONOVA N |
300.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
PC70Z6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
15.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-1.05 |
| Time value: |
2.00 |
| Break-even: |
338.20 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
1.52% |
| Delta: |
0.50 |
| Theta: |
-0.08 |
| Omega: |
7.67 |
| Rho: |
0.65 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.59% |
| 1 Month |
|
|
-13.48% |
| 3 Months |
|
|
+39.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
1.89 |
| 1M High / 1M Low: |
2.96 |
1.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
