BNP Paribas Call 65 ERIC/B 21.03..../  DE000PC7ZJ85  /

Frankfurt Zert./BNP
2024-05-31  9:20:18 PM Chg.0.000 Bid9:51:25 PM Ask9:51:25 PM Underlying Strike price Expiration date Option type
0.640EUR 0.00% 0.660
Bid Size: 4,546
0.700
Ask Size: 4,286
Ericsson, Telefonab.... 65.00 SEK 2025-03-21 Call
 

Master data

WKN: PC7ZJ8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Call
Strike price: 65.00 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: 8.24
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -0.06
Time value: 0.68
Break-even: 6.34
Moneyness: 0.99
Premium: 0.13
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.58
Theta: 0.00
Omega: 4.80
Rho: 0.02
 

Quote data

Open: 0.640
High: 0.660
Low: 0.630
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month  
+113.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.570
1M High / 1M Low: 0.640 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -