BNP Paribas Call 160 BA 21.03.2025
/ DE000PC9S8Z9
BNP Paribas Call 160 BA 21.03.202.../ DE000PC9S8Z9 /
| 2024-06-05 10:15:25 AM |
Chg.+0.29 |
Bid6:07:48 PM |
Ask6:07:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.04EUR |
+7.73% |
4.07
Bid Size: 35,000 |
4.09
Ask Size: 35,000 |
Boeing Co |
160.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9S8Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
2.63 |
| Time value: |
1.40 |
| Break-even: |
187.34 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.50% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
3.30 |
| Rho: |
0.73 |
Quote data
| Open: |
4.04 |
| High: |
4.04 |
| Low: |
4.04 |
| Previous Close: |
3.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.90% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.75 |
2.95 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
