BNP Paribas Call 55 BAER 19.12.2025
/ DE000PC38944
BNP Paribas Call 55 BAER 19.12.20.../ DE000PC38944 /
| 2024-05-15 10:14:55 AM |
Chg.+0.030 |
Bid2:05:11 PM |
Ask2:05:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+4.41% |
0.700
Bid Size: 18,000 |
0.720
Ask Size: 18,000 |
JULIUS BAER N |
55.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC3894 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.30 |
| Parity: |
-0.11 |
| Time value: |
0.72 |
| Break-even: |
63.28 |
| Moneyness: |
0.98 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
4.69 |
| Rho: |
0.42 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.52% |
| 1 Month |
|
|
+61.36% |
| 3 Months |
|
|
+82.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.620 |
| 1M High / 1M Low: |
0.710 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
