BNP Paribas Call 6.8347 HSBA 20.06.2025
/ DE000PC5CHF7
BNP Paribas Call 6.8347 HSBA 20.0.../ DE000PC5CHF7 /
| 2024-06-03 10:07:40 AM |
Chg.+0.010 |
Bid4:22:23 PM |
Ask4:22:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+1.16% |
0.850
Bid Size: 3,530 |
0.860
Ask Size: 3,489 |
HSBC Holdings PLC OR... |
6.8347 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
PC5CHF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HSBC Holdings PLC ORD $0.50 (UK REG) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.83 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1.02 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.25 |
| Parity: |
0.17 |
| Time value: |
0.69 |
| Break-even: |
8.87 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
6.45 |
| Rho: |
0.05 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.16% |
| 1 Month |
|
|
+6.10% |
| 3 Months |
|
|
+262.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.810 |
| 1M High / 1M Low: |
1.000 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
