BNP Paribas Call 122 BEI 21.03.2025
/ DE000PC7YYL0
BNP Paribas Call 122 BEI 21.03.20.../ DE000PC7YYL0 /
| 10/01/2025 19:20:14 |
Chg.-0.060 |
Bid19:41:16 |
Ask19:41:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-6.45% |
0.870
Bid Size: 3,449 |
0.890
Ask Size: 3,371 |
BEIERSDORF AG O.N. |
122.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PC7YYL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.61 |
| Time value: |
0.34 |
| Break-even: |
131.50 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
9.55 |
| Rho: |
0.16 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.770 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.18% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
-43.51% |
| YTD |
|
|
+42.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.550 |
| 1M High / 1M Low: |
0.930 |
0.550 |
| 6M High / 6M Low: |
2.240 |
0.550 |
| High (YTD): |
09/01/2025 |
0.930 |
| Low (YTD): |
03/01/2025 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.194 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.19% |
| Volatility 6M: |
|
156.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |