BNP Paribas Call 280 VOLV/B 21.03.2025
/ DE000PC709S8
BNP Paribas Call 280 VOLV/B 21.03.../ DE000PC709S8 /
| 1/10/2025 8:37:56 AM |
Chg.-0.03 |
Bid8:57:58 PM |
Ask8:57:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-1.92% |
1.12
Bid Size: 2,679 |
1.26
Ask Size: 2,381 |
Volvo, AB ser. B |
280.00 SEK |
3/21/2025 |
Call |
Master data
| WKN: |
PC709S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 SEK |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
0.87 |
| Time value: |
0.83 |
| Break-even: |
26.07 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.14 |
| Spread %: |
8.97% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
9.79 |
| Rho: |
0.03 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.89% |
| 1 Month |
|
|
-16.39% |
| 3 Months |
|
|
+9.29% |
| YTD |
|
|
+106.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
0.81 |
| 1M High / 1M Low: |
1.83 |
0.74 |
| 6M High / 6M Low: |
2.57 |
0.74 |
| High (YTD): |
1/8/2025 |
1.58 |
| Low (YTD): |
1/2/2025 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.03% |
| Volatility 6M: |
|
210.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |