BNP Paribas Call 40 BAER 19.12.2025
/ DE000PC38910
BNP Paribas Call 40 BAER 19.12.20.../ DE000PC38910 /
| 2024-05-15 10:14:55 AM |
Chg.+0.05 |
Bid1:02:40 PM |
Ask1:02:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+3.03% |
1.69
Bid Size: 23,000 |
1.73
Ask Size: 23,000 |
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: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.30 |
| Parity: |
1.42 |
| Time value: |
0.30 |
| Break-even: |
57.98 |
| Moneyness: |
1.35 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
2.38% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.96 |
| Rho: |
0.54 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
+36.00% |
| 3 Months |
|
|
+45.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.55 |
| 1M High / 1M Low: |
1.69 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
