BNP Paribas Call 220 SIKA 20.06.2025
/ DE000PC1LZ46
BNP Paribas Call 220 SIKA 20.06.2.../ DE000PC1LZ46 /
| 1/23/2025 9:21:29 AM |
Chg.+0.03 |
Bid2:13:48 PM |
Ask2:13:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
+1.62% |
1.84
Bid Size: 13,400 |
1.85
Ask Size: 13,400 |
SIKA N |
220.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC1LZ4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIKA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.79 |
| Time value: |
1.15 |
| Break-even: |
252.49 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
8.06 |
| Rho: |
0.56 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.50% |
| 1 Month |
|
|
+63.48% |
| 3 Months |
|
|
-55.87% |
| YTD |
|
|
+44.62% |
| 1 Year |
|
|
-55.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.60 |
| 1M High / 1M Low: |
1.85 |
1.15 |
| 6M High / 6M Low: |
7.20 |
1.15 |
| High (YTD): |
1/22/2025 |
1.85 |
| Low (YTD): |
1/3/2025 |
1.28 |
| 52W High: |
5/16/2024 |
7.61 |
| 52W Low: |
12/23/2024 |
1.15 |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.09 |
| Avg. volume 6M: |
|
.40 |
| Avg. price 1Y: |
|
4.99 |
| Avg. volume 1Y: |
|
.20 |
| Volatility 1M: |
|
96.59% |
| Volatility 6M: |
|
109.82% |
| Volatility 1Y: |
|
91.00% |
| Volatility 3Y: |
|
- |