BNP Paribas Call 150 BEI 21.03.20.../  DE000PC79VF8  /

Frankfurt Zert./BNP
24/01/2025  21:50:19 Chg.-0.020 Bid24/01/2025 Ask24/01/2025 Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: 10,000
0.260
Ask Size: 10,000
BEIERSDORF AG O.N. 150.00 - 21/03/2025 Call
 

Master data

WKN: PC79VF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 21/03/2025
Issue date: 12/04/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 484.42
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -24.05
Time value: 0.26
Break-even: 150.26
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 2.23
Spread abs.: 0.14
Spread %: 116.67%
Delta: 0.05
Theta: -0.01
Omega: 24.54
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.170
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -25.00%
3 Months
  -85.54%
YTD
  -14.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.270 0.100
6M High / 6M Low: 3.540 0.100
High (YTD): 09/01/2025 0.270
Low (YTD): 15/01/2025 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.914
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   406.28%
Volatility 6M:   285.43%
Volatility 1Y:   -
Volatility 3Y:   -