BNP Paribas Call 225 DB1 19.12.2025
/ DE000PC362R8
BNP Paribas Call 225 DB1 19.12.20.../ DE000PC362R8 /
2024-06-03 10:50:16 AM |
Chg.+0.010 |
Bid10:56:50 AM |
Ask10:56:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+1.69% |
0.590 Bid Size: 40,000 |
0.610 Ask Size: 40,000 |
DEUTSCHE BOERSE NA O... |
225.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
PC362R |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
225.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-30 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
28.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.15 |
Parity: |
-4.21 |
Time value: |
0.64 |
Break-even: |
231.40 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.04 |
Spread %: |
6.67% |
Delta: |
0.28 |
Theta: |
-0.02 |
Omega: |
8.14 |
Rho: |
0.71 |
Quote data
Open: |
0.600 |
High: |
0.610 |
Low: |
0.580 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.69% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-39.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.490 |
1M High / 1M Low: |
0.690 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.595 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |