BNP Paribas Call 180 SND 21.03.2025
/ DE000PC70V58
BNP Paribas Call 180 SND 21.03.20.../ DE000PC70V58 /
| 2024-05-31 9:20:32 PM |
Chg.-0.050 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.840EUR |
-0.85% |
5.920
Bid Size: 2,400 |
6.050
Ask Size: 2,400 |
SCHNEIDER ELEC. INH.... |
180.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC70V5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.41 |
| Intrinsic value: |
4.75 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
4.75 |
| Time value: |
1.31 |
| Break-even: |
240.50 |
| Moneyness: |
1.26 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.13 |
| Spread %: |
2.20% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
3.13 |
| Rho: |
1.04 |
Quote data
| Open: |
6.010 |
| High: |
6.010 |
| Low: |
5.690 |
| Previous Close: |
5.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.88% |
| 1 Month |
|
|
+29.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.460 |
5.840 |
| 1M High / 1M Low: |
6.480 |
4.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
