BNP Paribas Call 70 NTR 19.12.2025
/ DE000PC1L427
BNP Paribas Call 70 NTR 19.12.202.../ DE000PC1L427 /
| 2024-06-12 10:24:07 AM |
Chg.-0.060 |
Bid2024-06-12 |
Ask2024-06-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-15.00% |
0.340
Bid Size: 12,900 |
0.360
Ask Size: 12,900 |
Nutrien Ltd |
70.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1L42 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-1.56 |
| Time value: |
0.36 |
| Break-even: |
68.78 |
| Moneyness: |
0.76 |
| Premium: |
0.39 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
4.79 |
| Rho: |
0.21 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.00% |
| 1 Month |
|
|
-43.33% |
| 3 Months |
|
|
-24.44% |
| YTD |
|
|
-52.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.400 |
| 1M High / 1M Low: |
0.660 |
0.400 |
| 6M High / 6M Low: |
0.740 |
0.380 |
| High (YTD): |
2024-01-02 |
0.740 |
| Low (YTD): |
2024-02-15 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.512 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.95% |
| Volatility 6M: |
|
108.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
