BNP Paribas Call 280 SOON 21.03.2.../  DE000PC70Z70  /

Frankfurt Zert./BNP
2024-05-21  4:21:08 PM Chg.-0.630 Bid5:10:26 PM Ask5:10:26 PM Underlying Strike price Expiration date Option type
2.820EUR -18.26% -
Bid Size: -
-
Ask Size: -
SONOVA N 280.00 CHF 2025-03-21 Call
 

Master data

WKN: PC70Z7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 280.00 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: 8.41
Leverage: Yes

Calculated values

Fair value: 3.58
Intrinsic value: 0.78
Implied volatility: 0.25
Historic volatility: 0.26
Parity: 0.78
Time value: 2.68
Break-even: 317.82
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.87%
Delta: 0.65
Theta: -0.06
Omega: 5.43
Rho: 1.28
 

Quote data

Open: 2.970
High: 2.970
Low: 2.740
Previous Close: 3.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.71%
1 Month  
+89.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.890 2.800
1M High / 1M Low: 3.890 1.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.467
Avg. volume 1W:   0.000
Avg. price 1M:   2.193
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -