BNP Paribas Call 320 VOLV/B 21.03.2025
/ DE000PC709Q2
BNP Paribas Call 320 VOLV/B 21.03.../ DE000PC709Q2 /
2024-09-20 8:37:37 AM |
Chg.-0.030 |
Bid6:47:37 PM |
Ask6:47:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-12.00% |
0.220 Bid Size: 10,000 |
0.350 Ask Size: 8,572 |
Volvo, AB ser. B |
320.00 SEK |
2025-03-21 |
Call |
Master data
WKN: |
PC709Q |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Volvo, AB ser. B |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 SEK |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
58.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-4.98 |
Time value: |
0.40 |
Break-even: |
28.61 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.14 |
Spread %: |
53.85% |
Delta: |
0.19 |
Theta: |
0.00 |
Omega: |
10.91 |
Rho: |
0.02 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.250 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+57.14% |
1 Month |
|
|
-37.14% |
3 Months |
|
|
-61.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.140 |
1M High / 1M Low: |
0.450 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.286 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |