BNP Paribas Call 50 BSN 20.06.2025
/ DE000PC6MJE3
BNP Paribas Call 50 BSN 20.06.202.../ DE000PC6MJE3 /
| 14/06/2024 08:29:33 |
Chg.0.00 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
50.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.13 |
| Parity: |
0.88 |
| Time value: |
0.33 |
| Break-even: |
62.10 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
4.31% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.01 |
| Rho: |
0.37 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.81% |
| 1 Month |
|
|
+0.81% |
| 3 Months |
|
|
+16.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.19 |
| 1M High / 1M Low: |
1.26 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
