BNP Paribas Call 25 LDO 19.12.2025
/ DE000PC6NY81
BNP Paribas Call 25 LDO 19.12.202.../ DE000PC6NY81 /
| 1/23/2025 9:20:15 PM |
Chg.+0.190 |
Bid9:58:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.700EUR |
+2.92% |
6.710
Bid Size: 1,309 |
-
Ask Size: - |
LEONARDO |
25.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
PC6NY8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.19 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
4.32 |
| Time value: |
2.19 |
| Break-even: |
31.51 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.45 |
| Rho: |
0.14 |
Quote data
| Open: |
6.510 |
| High: |
6.710 |
| Low: |
6.370 |
| Previous Close: |
6.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.61% |
| 1 Month |
|
|
+71.36% |
| 3 Months |
|
|
+210.19% |
| YTD |
|
|
+69.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.700 |
5.950 |
| 1M High / 1M Low: |
6.700 |
3.840 |
| 6M High / 6M Low: |
6.700 |
1.370 |
| High (YTD): |
1/23/2025 |
6.700 |
| Low (YTD): |
1/6/2025 |
3.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.975 |
| Avg. volume 6M: |
|
4.762 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.49% |
| Volatility 6M: |
|
132.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |