BNP Paribas Call 165 BA 21.03.2025
/ DE000PC9S8Y2
BNP Paribas Call 165 BA 21.03.202.../ DE000PC9S8Y2 /
| 2024-06-05 7:20:49 PM |
Chg.+0.080 |
Bid7:36:06 PM |
Ask7:36:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.820EUR |
+2.14% |
3.790
Bid Size: 36,000 |
3.800
Ask Size: 36,000 |
Boeing Co |
165.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9S8Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
2.17 |
| Time value: |
1.54 |
| Break-even: |
188.73 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
3.47 |
| Rho: |
0.72 |
Quote data
| Open: |
3.720 |
| High: |
3.820 |
| Low: |
3.600 |
| Previous Close: |
3.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.48% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.740 |
2.660 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.094 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
