BNP Paribas Call 250 SOON 21.03.2025
/ DE000PC70Z88
BNP Paribas Call 250 SOON 21.03.2.../ DE000PC70Z88 /
2024-05-21 3:21:23 PM |
Chg.-0.810 |
Bid3:28:51 PM |
Ask3:28:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.620EUR |
-14.92% |
4.580 Bid Size: 5,000 |
4.610 Ask Size: 5,000 |
SONOVA N |
250.00 CHF |
2025-03-21 |
Call |
Master data
WKN: |
PC70Z8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SONOVA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 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: |
5.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.46 |
Intrinsic value: |
3.81 |
Implied volatility: |
0.25 |
Historic volatility: |
0.26 |
Parity: |
3.81 |
Time value: |
1.61 |
Break-even: |
307.08 |
Moneyness: |
1.15 |
Premium: |
0.06 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
0.56% |
Delta: |
0.80 |
Theta: |
-0.05 |
Omega: |
4.32 |
Rho: |
1.50 |
Quote data
Open: |
4.810 |
High: |
4.810 |
Low: |
4.530 |
Previous Close: |
5.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.65% |
1 Month |
|
|
+72.39% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.980 |
4.650 |
1M High / 1M Low: |
5.980 |
2.690 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.473 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.720 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |