BNP Paribas Call 50 BSN 20.06.2025
/ DE000PC6MJE3
BNP Paribas Call 50 BSN 20.06.202.../ DE000PC6MJE3 /
| 2024-06-14 7:20:27 PM |
Chg.-0.090 |
Bid7:49:03 PM |
Ask7:49:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-7.20% |
1.150
Bid Size: 7,600 |
1.200
Ask Size: 7,600 |
DANONE S.A. EO -,25 |
50.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
PC6MJE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.13 |
| Parity: |
0.98 |
| Time value: |
0.32 |
| Break-even: |
63.00 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
4.00% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.85 |
| Rho: |
0.38 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.150 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.92% |
| 1 Month |
|
|
-6.45% |
| 3 Months |
|
|
+7.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.200 |
| 1M High / 1M Low: |
1.260 |
1.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
