BNP Paribas Call 150 AIL 20.06.2025
/ DE000PC1JNH5
BNP Paribas Call 150 AIL 20.06.20.../ DE000PC1JNH5 /
| 2024-05-29 9:12:04 AM |
Chg.-0.32 |
Bid9:16:05 AM |
Ask9:16:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
-7.46% |
3.98
Bid Size: 15,000 |
4.00
Ask Size: 15,000 |
AIR LIQUIDE INH. EO ... |
150.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
PC1JNH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIR LIQUIDE INH. EO 5,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.88 |
| Intrinsic value: |
3.15 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
3.15 |
| Time value: |
1.05 |
| Break-even: |
192.00 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.11 |
| Spread %: |
2.69% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
3.64 |
| Rho: |
1.17 |
Quote data
| Open: |
3.97 |
| High: |
3.97 |
| Low: |
3.97 |
| Previous Close: |
4.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.15% |
| 1 Month |
|
|
-7.89% |
| 3 Months |
|
|
-14.25% |
| YTD |
|
|
+10.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
4.01 |
| 1M High / 1M Low: |
4.38 |
3.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-15 |
5.20 |
| Low (YTD): |
2024-02-13 |
2.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
