BNP Paribas Call 22 SIGN 21.03.2025
/ DE000PC70ZS1
BNP Paribas Call 22 SIGN 21.03.20.../ DE000PC70ZS1 /
| 2024-05-31 4:21:10 PM |
Chg.-0.003 |
Bid4:55:08 PM |
Ask4:55:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
-4.62% |
-
Bid Size: - |
-
Ask Size: - |
SIG Group N |
22.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC70ZS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIG Group N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-0.34 |
| Time value: |
0.07 |
| Break-even: |
23.22 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
15.63% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
7.99 |
| Rho: |
0.04 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.059 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.68% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.060 |
| 1M High / 1M Low: |
0.090 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
