BNP Paribas Call 40 BAER 19.12.2025
/ DE000PC38910
BNP Paribas Call 40 BAER 19.12.20.../ DE000PC38910 /
| 2024-05-28 4:21:07 PM |
Chg.-0.090 |
Bid5:18:05 PM |
Ask5:18:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-5.20% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
40.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC3891 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.29 |
| Parity: |
1.47 |
| Time value: |
0.30 |
| Break-even: |
58.02 |
| Moneyness: |
1.37 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
2.31% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.86 |
| Rho: |
0.51 |
Quote data
| Open: |
1.710 |
| High: |
1.710 |
| Low: |
1.640 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.96% |
| 1 Month |
|
|
+27.13% |
| 3 Months |
|
|
+60.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.640 |
| 1M High / 1M Low: |
1.820 |
1.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.612 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
