BNP Paribas Call 25 UBSG 21.03.2025
/ DE000PC706K1
BNP Paribas Call 25 UBSG 21.03.20.../ DE000PC706K1 /
| 23/01/2025 16:47:05 |
Chg.+0.150 |
Bid17:19:37 |
Ask17:19:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.210EUR |
+2.12% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
25.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC706K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.94 |
| Intrinsic value: |
6.82 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
6.82 |
| Time value: |
0.23 |
| Break-even: |
33.54 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.28% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
4.48 |
| Rho: |
0.04 |
Quote data
| Open: |
7.080 |
| High: |
7.210 |
| Low: |
7.070 |
| Previous Close: |
7.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.05% |
| 1 Month |
|
|
+142.76% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
+106.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.110 |
5.720 |
| 1M High / 1M Low: |
7.110 |
2.970 |
| 6M High / 6M Low: |
7.110 |
1.790 |
| High (YTD): |
20/01/2025 |
7.110 |
| Low (YTD): |
03/01/2025 |
4.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.674 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.21% |
| Volatility 6M: |
|
153.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |