BNP Paribas Call 110 SY1 19.12.2025
/ DE000PC7AR92
BNP Paribas Call 110 SY1 19.12.20.../ DE000PC7AR92 /
| 2024-06-06 8:14:11 AM |
Chg.0.00 |
Bid10:43:29 AM |
Ask10:43:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
0.00% |
1.16
Bid Size: 29,000 |
1.17
Ask Size: 29,000 |
SYMRISE AG INH. O.N. |
110.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC7AR9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.21 |
| Parity: |
0.04 |
| Time value: |
1.11 |
| Break-even: |
121.40 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
6.40 |
| Rho: |
0.95 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.75% |
| 1 Month |
|
|
+36.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.07 |
| 1M High / 1M Low: |
1.12 |
0.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
