BNP Paribas Call 40 BAER 19.12.2025
/ DE000PC38910
BNP Paribas Call 40 BAER 19.12.20.../ DE000PC38910 /
| 2024-05-17 4:21:10 PM |
Chg.-0.030 |
Bid4:51:08 PM |
Ask4:51:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
-1.74% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
40.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC3891 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.30 |
| Parity: |
1.44 |
| Time value: |
0.29 |
| Break-even: |
57.78 |
| Moneyness: |
1.36 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
2.37% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.94 |
| Rho: |
0.53 |
Quote data
| Open: |
1.710 |
| High: |
1.710 |
| Low: |
1.690 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.42% |
| 1 Month |
|
|
+36.29% |
| 3 Months |
|
|
+38.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.640 |
| 1M High / 1M Low: |
1.720 |
1.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
