BNP Paribas Call 45 BAER 20.06.2025
/ DE000PC389Z4
BNP Paribas Call 45 BAER 20.06.20.../ DE000PC389Z4 /
| 2024-06-03 4:21:14 PM |
Chg.+0.050 |
Bid5:17:19 PM |
Ask5:17:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+4.07% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
45.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC389Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.29 |
| Parity: |
0.91 |
| Time value: |
0.34 |
| Break-even: |
58.47 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.62 |
| Rho: |
0.34 |
Quote data
| Open: |
1.260 |
| High: |
1.290 |
| Low: |
1.250 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.54% |
| 1 Month |
|
|
+17.43% |
| 3 Months |
|
|
+96.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.200 |
| 1M High / 1M Low: |
1.380 |
1.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
