BNP Paribas Call 22 PHI1 21.03.2025
/ DE000PC70G24
BNP Paribas Call 22 PHI1 21.03.20.../ DE000PC70G24 /
| 1/23/2025 8:40:48 AM |
Chg.-0.010 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-2.50% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
22.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC70G2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.41 |
| Parity: |
0.35 |
| Time value: |
0.06 |
| Break-even: |
26.10 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
5.08 |
| Rho: |
0.03 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.43% |
| 1 Month |
|
|
+34.48% |
| 3 Months |
|
|
-52.44% |
| YTD |
|
|
+25.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.350 |
| 1M High / 1M Low: |
0.400 |
0.290 |
| 6M High / 6M Low: |
0.840 |
0.260 |
| High (YTD): |
1/22/2025 |
0.400 |
| Low (YTD): |
1/15/2025 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.510 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.42% |
| Volatility 6M: |
|
136.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |