BNP Paribas Call 58 BSN 21.03.2025
/ DE000PC7Y815
BNP Paribas Call 58 BSN 21.03.202.../ DE000PC7Y815 /
| 2024-09-26 9:20:25 PM |
Chg.0.000 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
0.870
Bid Size: 7,000 |
0.920
Ask Size: 7,000 |
DANONE S.A. EO -,25 |
58.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC7Y81 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.13 |
| Parity: |
0.70 |
| Time value: |
0.22 |
| Break-even: |
67.20 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
5.75% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.69 |
| Rho: |
0.21 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.820 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.16% |
| 1 Month |
|
|
+42.62% |
| 3 Months |
|
|
+123.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.860 |
| 1M High / 1M Low: |
0.980 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.837 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
