BNP Paribas Call 250 UHR 20.06.2025
/ DE000PC1L6F0
BNP Paribas Call 250 UHR 20.06.20.../ DE000PC1L6F0 /
| 2024-05-13 9:23:51 AM |
Chg.+0.010 |
Bid10:01:17 AM |
Ask10:01:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+1.72% |
0.590
Bid Size: 7,500 |
0.610
Ask Size: 7,500 |
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: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.72% |
| 1 Month |
|
|
-37.23% |
| 3 Months |
|
|
-53.17% |
| YTD |
|
|
-73.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.560 |
| 1M High / 1M Low: |
0.890 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
1.990 |
| Low (YTD): |
2024-05-08 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.577 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.631 |
| Avg. volume 1M: |
|
180.556 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
