BNP Paribas Call 220 SND 20.06.2025
/ DE000PC39NU8
BNP Paribas Call 220 SND 20.06.20.../ DE000PC39NU8 /
| 10/01/2025 08:21:57 |
Chg.+0.49 |
Bid16:25:20 |
Ask16:25:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.50EUR |
+12.22% |
4.07
Bid Size: 12,000 |
4.09
Ask Size: 12,000 |
SCHNEIDER ELEC. INH.... |
220.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
PC39NU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
3.56 |
| Time value: |
1.13 |
| Break-even: |
266.90 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
3.30% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
4.28 |
| Rho: |
0.68 |
Quote data
| Open: |
4.50 |
| High: |
4.50 |
| Low: |
4.50 |
| Previous Close: |
4.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.75% |
| 1 Month |
|
|
+18.11% |
| 3 Months |
|
|
+23.29% |
| YTD |
|
|
+40.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.23 |
3.22 |
| 1M High / 1M Low: |
4.23 |
3.18 |
| 6M High / 6M Low: |
4.26 |
1.54 |
| High (YTD): |
08/01/2025 |
4.23 |
| Low (YTD): |
03/01/2025 |
3.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.19% |
| Volatility 6M: |
|
118.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |