BNP Paribas Call 250 UHR 20.06.20.../  DE000PC1L6F0  /

Frankfurt Zert./BNP
2024-05-10  4:20:57 PM Chg.0.000 Bid5:18:56 PM Ask5:18:56 PM Underlying Strike price Expiration date Option type
0.570EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 250.00 CHF 2025-06-20 Call
 

Master data

WKN: PC1L6F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 250.00 CHF
Maturity: 2025-06-20
Issue date: 2023-12-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.47
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.27
Parity: -5.61
Time value: 0.58
Break-even: 261.87
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.23
Theta: -0.02
Omega: 8.00
Rho: 0.45
 

Quote data

Open: 0.570
High: 0.580
Low: 0.570
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.06%
1 Month
  -32.14%
3 Months
  -56.49%
YTD
  -74.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.540
1M High / 1M Low: 0.890 0.540
6M High / 6M Low: - -
High (YTD): 2024-01-04 1.950
Low (YTD): 2024-05-07 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.630
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -