BNP Paribas Call 120 CFR 19.12.2025
/ DE000PC4AC43
BNP Paribas Call 120 CFR 19.12.20.../ DE000PC4AC43 /
| 2024-05-28 11:37:11 AM |
Chg.+0.11 |
Bid11:38:54 AM |
Ask11:38:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.37EUR |
+3.37% |
3.38
Bid Size: 8,000 |
3.40
Ask Size: 8,000 |
RICHEMONT N |
120.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC4AC4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.31 |
| Parity: |
2.33 |
| Time value: |
1.02 |
| Break-even: |
154.46 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
3.67 |
| Rho: |
1.40 |
Quote data
| Open: |
3.37 |
| High: |
3.37 |
| Low: |
3.37 |
| Previous Close: |
3.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+47.16% |
| 3 Months |
|
|
+8.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
3.17 |
| 1M High / 1M Low: |
3.39 |
2.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
