BNP Paribas Call 300 VOLV/B 21.03.2025
/ DE000PC709R0
BNP Paribas Call 300 VOLV/B 21.03.../ DE000PC709R0 /
2024-05-23 8:20:42 AM |
Chg.+0.050 |
Bid8:48:37 AM |
Ask8:48:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
+2.79% |
1.830 Bid Size: 1,640 |
1.970 Ask Size: 1,523 |
Volvo, AB ser. B |
300.00 SEK |
2025-03-21 |
Call |
Master data
WKN: |
PC709R |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Volvo, AB ser. B |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 SEK |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
-1.24 |
Time value: |
1.95 |
Break-even: |
27.79 |
Moneyness: |
0.95 |
Premium: |
0.13 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.14 |
Spread %: |
7.73% |
Delta: |
0.51 |
Theta: |
0.00 |
Omega: |
6.45 |
Rho: |
0.09 |
Quote data
Open: |
1.840 |
High: |
1.840 |
Low: |
1.840 |
Previous Close: |
1.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.22% |
1 Month |
|
|
-5.15% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.890 |
1.790 |
1M High / 1M Low: |
1.950 |
1.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.824 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.782 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |