BNP Paribas Call 160 CFR 19.12.20.../  DE000PC5CCF8  /

Frankfurt Zert./BNP
24/01/2025  16:20:21 Chg.+0.120 Bid17:18:21 Ask17:18:21 Underlying Strike price Expiration date Option type
2.570EUR +4.90% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 160.00 CHF 19/12/2025 Call
 

Master data

WKN: PC5CCF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 160.00 CHF
Maturity: 19/12/2025
Issue date: 20/02/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.94
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 1.16
Implied volatility: 0.26
Historic volatility: 0.32
Parity: 1.16
Time value: 1.43
Break-even: 194.17
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.39%
Delta: 0.69
Theta: -0.03
Omega: 4.78
Rho: 0.88
 

Quote data

Open: 2.750
High: 2.830
Low: 2.570
Previous Close: 2.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.80%
1 Month  
+256.94%
3 Months  
+343.10%
YTD  
+242.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.570 2.090
1M High / 1M Low: 2.570 0.650
6M High / 6M Low: 2.570 0.290
High (YTD): 24/01/2025 2.570
Low (YTD): 03/01/2025 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   2.324
Avg. volume 1W:   0.000
Avg. price 1M:   1.356
Avg. volume 1M:   0.000
Avg. price 6M:   0.687
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   421.44%
Volatility 6M:   238.15%
Volatility 1Y:   -
Volatility 3Y:   -