BNP Paribas Call 150 CFR 21.03.20.../  DE000PC7Y6D4  /

EUWAX
1/24/2025  5:01:31 PM Chg.+0.13 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
2.43EUR +5.65% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 150.00 CHF 3/21/2025 Call
 

Master data

WKN: PC7Y6D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 150.00 CHF
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.78
Leverage: Yes

Calculated values

Fair value: 2.33
Intrinsic value: 2.10
Implied volatility: 0.30
Historic volatility: 0.32
Parity: 2.10
Time value: 0.21
Break-even: 181.81
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.87%
Delta: 0.87
Theta: -0.05
Omega: 6.79
Rho: 0.21
 

Quote data

Open: 2.64
High: 2.78
Low: 2.37
Previous Close: 2.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.52%
1 Month  
+767.86%
3 Months  
+683.87%
YTD  
+683.87%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.30 1.75
1M High / 1M Low: 2.30 0.26
6M High / 6M Low: 2.30 0.08
High (YTD): 1/23/2025 2.30
Low (YTD): 1/3/2025 0.26
52W High: - -
52W Low: - -
Avg. price 1W:   1.95
Avg. volume 1W:   0.00
Avg. price 1M:   0.89
Avg. volume 1M:   588.24
Avg. price 6M:   0.38
Avg. volume 6M:   160
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,295.45%
Volatility 6M:   582.44%
Volatility 1Y:   -
Volatility 3Y:   -