BNP Paribas Call 300 VOLV/B 21.03.2025
/ DE000PC709R0
BNP Paribas Call 300 VOLV/B 21.03.../ DE000PC709R0 /
2024-05-23 8:33:50 AM |
Chg.+0.07 |
Bid11:45:02 AM |
Ask11:45:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.83EUR |
+3.98% |
1.93 Bid Size: 2,100 |
1.95 Ask Size: 2,100 |
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: |
12.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
-1.36 |
Time value: |
1.97 |
Break-even: |
27.78 |
Moneyness: |
0.95 |
Premium: |
0.14 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.14 |
Spread %: |
7.65% |
Delta: |
0.51 |
Theta: |
0.00 |
Omega: |
6.27 |
Rho: |
0.09 |
Quote data
Open: |
1.83 |
High: |
1.83 |
Low: |
1.83 |
Previous Close: |
1.76 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.67% |
1 Month |
|
|
-5.18% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.94 |
1.76 |
1M High / 1M Low: |
1.99 |
1.34 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |