BNP Paribas Call 25 ZAL 20.06.2025
/ DE000PC1F361
BNP Paribas Call 25 ZAL 20.06.202.../ DE000PC1F361 /
| 2024-06-03 10:20:35 AM |
Chg.0.000 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
0.00% |
0.490
Bid Size: 100,000 |
0.510
Ask Size: 100,000 |
ZALANDO SE |
25.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
PC1F36 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.48 |
| Parity: |
-0.08 |
| Time value: |
0.52 |
| Break-even: |
30.20 |
| Moneyness: |
0.97 |
| Premium: |
0.25 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
2.85 |
| Rho: |
0.10 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
+4.26% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
+28.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.450 |
| 1M High / 1M Low: |
0.640 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-17 |
0.730 |
| Low (YTD): |
2024-01-19 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
