BNP Paribas Call 55 BSN 19.12.2025
/ DE000PC39U18
BNP Paribas Call 55 BSN 19.12.202.../ DE000PC39U18 /
| 2024-06-14 9:20:28 PM |
Chg.-0.080 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-8.79% |
0.840
Bid Size: 9,200 |
0.880
Ask Size: 9,200 |
DANONE S.A. EO -,25 |
55.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PC39U1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
0.48 |
| Time value: |
0.47 |
| Break-even: |
64.50 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
4.40% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
4.89 |
| Rho: |
0.56 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.830 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.74% |
| 1 Month |
|
|
-8.79% |
| 3 Months |
|
|
+6.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.880 |
| 1M High / 1M Low: |
0.920 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
