BNP Paribas Call 120 CFR 20.06.2025
/ DE000PL0EVB3
BNP Paribas Call 120 CFR 20.06.20.../ DE000PL0EVB3 /
| 1/10/2025 12:20:15 PM |
Chg.-0.010 |
Bid1:06:04 PM |
Ask1:06:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.590EUR |
-0.38% |
2.570
Bid Size: 17,000 |
2.590
Ask Size: 17,000 |
RICHEMONT N |
120.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PL0EVB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
10/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
2.06 |
| Time value: |
0.52 |
| Break-even: |
153.53 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
4.66 |
| Rho: |
0.42 |
Quote data
| Open: |
2.560 |
| High: |
2.600 |
| Low: |
2.560 |
| Previous Close: |
2.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.92% |
| 1 Month |
|
|
+28.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
+8.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.670 |
2.090 |
| 1M High / 1M Low: |
2.670 |
2.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
2.670 |
| Low (YTD): |
1/3/2025 |
2.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |