BNP Paribas Call 22 SIGN 21.03.2025
/ DE000PC70ZS1
BNP Paribas Call 22 SIGN 21.03.20.../ DE000PC70ZS1 /
| 2024-06-05 10:20:08 AM |
Chg.-0.002 |
Bid2:17:37 PM |
Ask2:17:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-5.56% |
0.034
Bid Size: 100,000 |
0.044
Ask Size: 100,000 |
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: |
39.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-0.47 |
| Time value: |
0.05 |
| Break-even: |
23.18 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
8.58 |
| Rho: |
0.03 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.034 |
| Previous Close: |
0.036 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.48% |
| 1 Month |
|
|
-54.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.036 |
| 1M High / 1M Low: |
0.083 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
