BNP Paribas Call 240 3V64 17.01.2025
/ DE000PE9CZX2
BNP Paribas Call 240 3V64 17.01.2.../ DE000PE9CZX2 /
| 10/01/2025 09:19:25 |
Chg.+0.05 |
Bid20:40:15 |
Ask20:40:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.13EUR |
+0.71% |
6.64
Bid Size: 26,000 |
-
Ask Size: - |
VISA INC. CL. A DL -... |
240.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
PE9CZX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
17/02/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.37 |
| Intrinsic value: |
6.36 |
| Implied volatility: |
2.00 |
| Historic volatility: |
0.16 |
| Parity: |
6.36 |
| Time value: |
0.83 |
| Break-even: |
311.90 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
3.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-1.48 |
| Omega: |
3.54 |
| Rho: |
0.04 |
Quote data
| Open: |
7.13 |
| High: |
7.13 |
| Low: |
7.13 |
| Previous Close: |
7.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
+7.22% |
| 3 Months |
|
|
+96.96% |
| YTD |
|
|
-5.94% |
| 1 Year |
|
|
+73.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.36 |
7.05 |
| 1M High / 1M Low: |
7.72 |
6.65 |
| 6M High / 6M Low: |
7.72 |
2.51 |
| High (YTD): |
02/01/2025 |
7.45 |
| Low (YTD): |
08/01/2025 |
7.05 |
| 52W High: |
27/12/2024 |
7.72 |
| 52W Low: |
25/07/2024 |
2.51 |
| Avg. price 1W: |
|
7.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
50.22% |
| Volatility 6M: |
|
91.15% |
| Volatility 1Y: |
|
82.92% |
| Volatility 3Y: |
|
- |