BNP Paribas Call 250 SIKA 20.06.2025
/ DE000PC1LZ53
BNP Paribas Call 250 SIKA 20.06.2.../ DE000PC1LZ53 /
| 23/01/2025 14:20:12 |
Chg.-0.030 |
Bid14:24:12 |
Ask14:24:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-4.92% |
0.580
Bid Size: 32,400 |
0.590
Ask Size: 32,400 |
SIKA N |
250.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC1LZ5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIKA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-2.39 |
| Time value: |
0.63 |
| Break-even: |
271.18 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.31 |
| Theta: |
-0.05 |
| Omega: |
11.71 |
| Rho: |
0.27 |
Quote data
| Open: |
0.600 |
| High: |
0.610 |
| Low: |
0.580 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
+34.88% |
| 3 Months |
|
|
-72.77% |
| YTD |
|
|
+31.82% |
| 1 Year |
|
|
-79.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.480 |
| 1M High / 1M Low: |
0.650 |
0.380 |
| 6M High / 6M Low: |
4.790 |
0.380 |
| High (YTD): |
20/01/2025 |
0.650 |
| Low (YTD): |
03/01/2025 |
0.380 |
| 52W High: |
15/05/2024 |
5.340 |
| 52W Low: |
03/01/2025 |
0.380 |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.096 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
135.35% |
| Volatility 6M: |
|
139.33% |
| Volatility 1Y: |
|
116.21% |
| Volatility 3Y: |
|
- |