BNP Paribas Call 100 SY1 21.03.2025
/ DE000PC796A3
BNP Paribas Call 100 SY1 21.03.20.../ DE000PC796A3 /
| 2024-05-31 9:50:20 PM |
Chg.+0.020 |
Bid9:51:48 PM |
Ask9:51:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+1.56% |
1.310
Bid Size: 4,800 |
1.330
Ask Size: 4,800 |
SYMRISE AG INH. O.N. |
100.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
PC796A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.21 |
| Parity: |
0.93 |
| Time value: |
0.37 |
| Break-even: |
113.00 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
7.41 |
| Rho: |
0.67 |
Quote data
| Open: |
1.280 |
| High: |
1.310 |
| Low: |
1.260 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.07% |
| 1 Month |
|
|
+41.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.120 |
| 1M High / 1M Low: |
1.280 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
