BNP Paribas Call 50 BAER 19.12.2025
/ DE000PC38936
BNP Paribas Call 50 BAER 19.12.20.../ DE000PC38936 /
| 07/06/2024 16:21:24 |
Chg.-0.020 |
Bid16:46:24 |
Ask16:46:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-2.50% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
50.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
PC3893 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.30 |
| Parity: |
0.11 |
| Time value: |
0.68 |
| Break-even: |
59.53 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.42 |
| Rho: |
0.41 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.770 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-11.36% |
| 3 Months |
|
|
+27.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.780 |
| 1M High / 1M Low: |
1.090 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
