BNP Paribas Call 90 SNW 18.12.2026
/ DE000PC9V809
BNP Paribas Call 90 SNW 18.12.202.../ DE000PC9V809 /
| 18/06/2024 08:22:03 |
Chg.+0.02 |
Bid20:50:56 |
Ask20:50:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+1.79% |
1.15
Bid Size: 6,300 |
1.22
Ask Size: 6,300 |
SANOFI SA INHABER ... |
90.00 EUR |
18/12/2026 |
Call |
Master data
| WKN: |
PC9V80 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
18/12/2026 |
| Issue date: |
15/05/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.25 |
| Parity: |
-0.23 |
| Time value: |
1.20 |
| Break-even: |
102.00 |
| Moneyness: |
0.97 |
| Premium: |
0.16 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
6.19% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
4.71 |
| Rho: |
1.11 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-7.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.12 |
| 1M High / 1M Low: |
1.38 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
