BNP Paribas Call 750 EMSN 21.03.2025
/ DE000PC7ZJX3
BNP Paribas Call 750 EMSN 21.03.2.../ DE000PC7ZJX3 /
| 2024-06-11 4:21:11 PM |
Chg.0.000 |
Bid4:45:56 PM |
Ask4:45:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
0.00% |
0.420
Bid Size: 18,800 |
0.430
Ask Size: 18,800 |
EMS-CHEMIE N |
750.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC7ZJX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
-0.23 |
| Time value: |
0.44 |
| Break-even: |
821.04 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.53 |
| Theta: |
-0.11 |
| Omega: |
9.00 |
| Rho: |
2.73 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.27% |
| 1 Month |
|
|
-34.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.420 |
| 1M High / 1M Low: |
0.700 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
