BNP Paribas Call 38 GBF 21.03.2025
/ DE000PC7YZK9
BNP Paribas Call 38 GBF 21.03.202.../ DE000PC7YZK9 /
| 10/01/2025 18:13:10 |
Chg.-0.030 |
Bid18:37:28 |
Ask18:37:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-3.41% |
0.860
Bid Size: 4,700 |
0.880
Ask Size: 4,700 |
BILFINGER SE O.N. |
38.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PC7YZK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
0.81 |
| Time value: |
0.10 |
| Break-even: |
47.10 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
4.33 |
| Rho: |
0.06 |
Quote data
| Open: |
0.880 |
| High: |
0.920 |
| Low: |
0.850 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
+2.41% |
| 3 Months |
|
|
-35.11% |
| YTD |
|
|
-4.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.810 |
| 1M High / 1M Low: |
1.050 |
0.810 |
| 6M High / 6M Low: |
1.570 |
0.600 |
| High (YTD): |
06/01/2025 |
0.890 |
| Low (YTD): |
08/01/2025 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.901 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.064 |
| Avg. volume 6M: |
|
7.874 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.13% |
| Volatility 6M: |
|
102.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |