BNP Paribas Call 6.8347 HSBA 20.06.2025
/ DE000PC5CHF7
BNP Paribas Call 6.8347 HSBA 20.0.../ DE000PC5CHF7 /
| 2024-05-21 10:13:22 AM |
Chg.-0.030 |
Bid5:30:03 PM |
Ask5:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-3.37% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.26 |
| Parity: |
0.13 |
| Time value: |
0.77 |
| Break-even: |
8.88 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
5.99 |
| Rho: |
0.05 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.34% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+290.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.870 |
| 1M High / 1M Low: |
1.000 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
