BNP Paribas Call 62 BSN 21.03.2025
/ DE000PC7Y8Z3
BNP Paribas Call 62 BSN 21.03.202.../ DE000PC7Y8Z3 /
| 1/23/2025 8:41:39 AM |
Chg.-0.010 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
62.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC7Y8Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.13 |
| Parity: |
0.32 |
| Time value: |
0.12 |
| Break-even: |
66.40 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
10.00% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
10.95 |
| Rho: |
0.07 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
-16.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.470 |
0.330 |
| 6M High / 6M Low: |
0.730 |
0.200 |
| High (YTD): |
1/10/2025 |
0.470 |
| Low (YTD): |
1/15/2025 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.18% |
| Volatility 6M: |
|
147.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |