BNP Paribas Call 150 BEI 21.03.20.../  DE000PC79VF8  /

Frankfurt Zert./BNP
1/10/2025  12:50:19 PM Chg.-0.040 Bid12:56:09 PM Ask12:56:09 PM Underlying Strike price Expiration date Option type
0.230EUR -14.81% 0.230
Bid Size: 10,000
0.240
Ask Size: 10,000
BEIERSDORF AG O.N. 150.00 - 3/21/2025 Call
 

Master data

WKN: PC79VF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 3/21/2025
Issue date: 4/12/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 312.44
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -21.90
Time value: 0.41
Break-even: 150.41
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 1.31
Spread abs.: 0.14
Spread %: 51.85%
Delta: 0.07
Theta: -0.01
Omega: 22.97
Rho: 0.02
 

Quote data

Open: 0.270
High: 0.270
Low: 0.210
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+91.67%
1 Month  
+9.52%
3 Months
  -85.44%
YTD  
+64.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.120
1M High / 1M Low: 0.290 0.120
6M High / 6M Low: 4.360 0.120
High (YTD): 1/9/2025 0.270
Low (YTD): 1/3/2025 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   1.232
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   339.71%
Volatility 6M:   272.06%
Volatility 1Y:   -
Volatility 3Y:   -