BNP Paribas Call 50 BSN 19.12.2025
/ DE000PC6MJF0
BNP Paribas Call 50 BSN 19.12.202.../ DE000PC6MJF0 /
| 2024-05-21 8:29:14 AM |
Chg.-0.01 |
Bid4:14:50 PM |
Ask4:14:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-0.78% |
1.29
Bid Size: 38,000 |
1.33
Ask Size: 38,000 |
DANONE S.A. EO -,25 |
50.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PC6MJF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
0.99 |
| Time value: |
0.36 |
| Break-even: |
63.50 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
5.47% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.64 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.78% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.27 |
| 1M High / 1M Low: |
1.29 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
