BNP Paribas Call 300 VOLV/B 21.03.2025
/ DE000PC709R0
BNP Paribas Call 300 VOLV/B 21.03.../ DE000PC709R0 /
| 1/24/2025 8:47:04 PM |
Chg.+0.020 |
Bid9:40:02 PM |
Ask9:40:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+2.44% |
0.840
Bid Size: 3,572 |
0.990
Ask Size: 3,031 |
Volvo, AB ser. B |
300.00 SEK |
3/21/2025 |
Call |
Master data
| WKN: |
PC709R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
25.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-0.96 |
| Time value: |
0.97 |
| Break-even: |
27.13 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.15 |
| Spread %: |
18.29% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
11.10 |
| Rho: |
0.02 |
Quote data
| Open: |
0.830 |
| High: |
0.950 |
| Low: |
0.830 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.31% |
| 1 Month |
|
|
+189.66% |
| 3 Months |
|
|
+55.56% |
| YTD |
|
|
+180.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.630 |
| 1M High / 1M Low: |
0.820 |
0.280 |
| 6M High / 6M Low: |
1.280 |
0.280 |
| High (YTD): |
1/23/2025 |
0.820 |
| Low (YTD): |
1/3/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.637 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
517.20% |
| Volatility 6M: |
|
296.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |