BNP Paribas Call 120 FI 19.12.2025
/ DE000PC1JRL8
BNP Paribas Call 120 FI 19.12.202.../ DE000PC1JRL8 /
| 2024-06-04 9:50:38 PM |
Chg.0.000 |
Bid9:56:41 PM |
Ask9:56:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.940EUR |
0.00% |
3.930
Bid Size: 2,000 |
3.950
Ask Size: 2,000 |
Fiserv |
120.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1JRL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.15 |
| Parity: |
2.61 |
| Time value: |
1.38 |
| Break-even: |
149.92 |
| Moneyness: |
1.24 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.50% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
2.74 |
| Rho: |
1.07 |
Quote data
| Open: |
3.950 |
| High: |
3.980 |
| Low: |
3.910 |
| Previous Close: |
3.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.75% |
| 1 Month |
|
|
-5.74% |
| 3 Months |
|
|
-7.51% |
| YTD |
|
|
+34.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.010 |
3.940 |
| 1M High / 1M Low: |
4.570 |
3.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
5.010 |
| Low (YTD): |
2024-01-03 |
2.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
