BNP Paribas Call 250 VOLV/B 21.03.2025
/ DE000PC872L9
BNP Paribas Call 250 VOLV/B 21.03.../ DE000PC872L9 /
| 2024-06-04 9:20:31 PM |
Chg.-0.400 |
Bid9:39:25 PM |
Ask9:39:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.010EUR |
-9.07% |
4.010
Bid Size: 749 |
4.170
Ask Size: 720 |
Volvo, AB ser. B |
250.00 SEK |
2025-03-21 |
Call |
Master data
| WKN: |
PC872L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 SEK |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.02 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
2.78 |
| Time value: |
1.82 |
| Break-even: |
26.63 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.17 |
| Spread %: |
3.84% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
4.05 |
| Rho: |
0.11 |
Quote data
| Open: |
4.260 |
| High: |
4.260 |
| Low: |
3.920 |
| Previous Close: |
4.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.24% |
| 1 Month |
|
|
+10.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.410 |
4.210 |
| 1M High / 1M Low: |
4.570 |
3.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
