BNP Paribas Call 220 SOON 21.03.2025
/ DE000PC70Z96
BNP Paribas Call 220 SOON 21.03.2.../ DE000PC70Z96 /
2024-05-31 10:12:53 AM |
Chg.-0.34 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.11EUR |
-4.56% |
- Bid Size: - |
- Ask Size: - |
SONOVA N |
220.00 CHF |
2025-03-21 |
Call |
Master data
WKN: |
PC70Z9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.51 |
Intrinsic value: |
6.54 |
Implied volatility: |
0.22 |
Historic volatility: |
0.26 |
Parity: |
6.54 |
Time value: |
0.82 |
Break-even: |
298.34 |
Moneyness: |
1.29 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
0.82% |
Delta: |
0.94 |
Theta: |
-0.03 |
Omega: |
3.71 |
Rho: |
1.60 |
Quote data
Open: |
7.11 |
High: |
7.11 |
Low: |
7.11 |
Previous Close: |
7.45 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.46% |
1 Month |
|
|
+42.20% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.74 |
7.11 |
1M High / 1M Low: |
8.20 |
5.00 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.48 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |