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 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.010EUR |
-9.07% |
4.020 Bid Size: 747 |
4.180 Ask Size: 718 |
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: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.75% |
1 Month |
|
|
+10.16% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.410 |
4.010 |
1M High / 1M Low: |
4.570 |
3.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.299 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |