BNP Paribas Call 9500 LISP 21.03.2025
/ DE000PC9RJY4
BNP Paribas Call 9500 LISP 21.03..../ DE000PC9RJY4 /
| 2024-09-24 4:21:16 PM |
Chg.+0.030 |
Bid9:08:11 AM |
Ask9:08:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
+1.62% |
1.900
Bid Size: 10,000 |
1.940
Ask Size: 10,000 |
LINDT PS |
9,500.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RJY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9,500.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
1.48 |
| Time value: |
0.41 |
| Break-even: |
11,977.89 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.16% |
| Delta: |
0.82 |
| Theta: |
-2.35 |
| Omega: |
4.99 |
| Rho: |
36.82 |
Quote data
| Open: |
1.840 |
| High: |
1.950 |
| Low: |
1.840 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.59% |
| 1 Month |
|
|
-1.05% |
| 3 Months |
|
|
+9.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.680 |
| 1M High / 1M Low: |
2.210 |
1.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
