BNP Paribas Call 160 CFR 21.03.20.../  DE000PC7Y6C6  /

Frankfurt Zert./BNP
1/10/2025  12:20:19 PM Chg.0.000 Bid1/10/2025 Ask1/10/2025 Underlying Strike price Expiration date Option type
0.180EUR 0.00% 0.180
Bid Size: 28,000
0.190
Ask Size: 28,000
RICHEMONT N 160.00 CHF 3/21/2025 Call
 

Master data

WKN: PC7Y6C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 160.00 CHF
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 78.08
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.30
Parity: -2.20
Time value: 0.19
Break-even: 172.20
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.18
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.18
Theta: -0.04
Omega: 14.31
Rho: 0.05
 

Quote data

Open: 0.170
High: 0.180
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+63.64%
1 Month  
+50.00%
3 Months
  -28.00%
YTD  
+20.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.110
1M High / 1M Low: 0.200 0.110
6M High / 6M Low: 0.580 0.040
High (YTD): 1/8/2025 0.200
Low (YTD): 1/3/2025 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.33%
Volatility 6M:   321.05%
Volatility 1Y:   -
Volatility 3Y:   -