BNP Paribas Call 55 BSN 20.06.2025
/ DE000PC39UX7
BNP Paribas Call 55 BSN 20.06.202.../ DE000PC39UX7 /
| 14/06/2024 08:19:28 |
Chg.+0.040 |
Bid11:13:37 |
Ask11:13:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+4.88% |
0.810
Bid Size: 43,000 |
0.820
Ask Size: 43,000 |
DANONE S.A. EO -,25 |
55.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
PC39UX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.13 |
| Parity: |
0.48 |
| Time value: |
0.41 |
| Break-even: |
63.90 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
4.71% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
5.02 |
| Rho: |
0.36 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.38% |
| 1 Month |
|
|
-1.15% |
| 3 Months |
|
|
+13.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.800 |
| 1M High / 1M Low: |
0.870 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
