BNP Paribas Call 50 BAER 19.12.2025
/ DE000PC38936
BNP Paribas Call 50 BAER 19.12.20.../ DE000PC38936 /
| 2024-05-17 4:21:23 PM |
Chg.-0.020 |
Bid5:19:21 PM |
Ask5:19:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-2.00% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
50.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC3893 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.30 |
| Parity: |
0.43 |
| Time value: |
0.57 |
| Break-even: |
60.60 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
4.07 |
| Rho: |
0.49 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.970 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.16% |
| 1 Month |
|
|
+53.13% |
| 3 Months |
|
|
+58.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.940 |
| 1M High / 1M Low: |
1.000 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
