BNP Paribas Call 220 UHR 21.03.2025
/ DE000PC702N4
BNP Paribas Call 220 UHR 21.03.20.../ DE000PC702N4 /
| 2024-06-07 4:21:03 PM |
Chg.-0.090 |
Bid5:11:59 PM |
Ask5:11:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-10.34% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
220.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC702N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
22.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
-3.21 |
| Time value: |
0.87 |
| Break-even: |
235.87 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.33 |
| Theta: |
-0.03 |
| Omega: |
7.49 |
| Rho: |
0.44 |
Quote data
| Open: |
0.770 |
| High: |
0.780 |
| Low: |
0.720 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.36% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.850 |
| 1M High / 1M Low: |
1.250 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.968 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
