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BNP Paribas Call 100 CFR 20.06.20.../  DE000PC1JRZ8  /

Frankfurt Zert./BNP
10/01/2025  16:20:21 Chg.-0.080 Bid17:04:13 Ask17:04:13 Underlying Strike price Expiration date Option type
4.370EUR -1.80% 4.340
Bid Size: 23,000		 4.360
Ask Size: 23,000		 RICHEMONT N 100.00 CHF 20/06/2025 Call
 

Master data

WKN: PC1JRZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 100.00 CHF
Maturity: 20/06/2025
Issue date: 11/12/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.35
Leverage: Yes

Calculated values

Fair value: 4.37
Intrinsic value: 4.19
Implied volatility: 0.37
Historic volatility: 0.30
Parity: 4.19
Time value: 0.24
Break-even: 150.74
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.45%
Delta: 0.94
Theta: -0.02
Omega: 3.14
Rho: 0.42
 

Quote data

Open: 4.400
High: 4.440
Low: 4.370
Previous Close: 4.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.21%
1 Month  
+15.61%
3 Months  
+17.16%
YTD  
+3.80%
1 Year  
+88.36%
3 Years     -
5 Years     -
1W High / 1W Low: 4.530 3.860
1M High / 1M Low: 4.530 3.780
6M High / 6M Low: 4.540 2.110
High (YTD): 08/01/2025 4.530
Low (YTD): 03/01/2025 3.860
52W High: 07/06/2024 5.440
52W Low: 17/01/2024 1.710
Avg. price 1W:   4.304
Avg. volume 1W:   0.000
Avg. price 1M:   4.118
Avg. volume 1M:   0.000
Avg. price 6M:   3.385
Avg. volume 6M:   0.000
Avg. price 1Y:   3.747
Avg. volume 1Y:   0.000
Volatility 1M:   58.37%
Volatility 6M:   108.20%
Volatility 1Y:   105.88%
Volatility 3Y:   -