BNP Paribas Call 35 GBF 21.03.2025
/ DE000PC7YZL7
BNP Paribas Call 35 GBF 21.03.202.../ DE000PC7YZL7 /
| 12/12/2024 9:20:31 PM |
Chg.-0.060 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
BILFINGER SE O.N. |
35.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
PC7YZL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.27 |
| Parity: |
1.11 |
| Time value: |
0.16 |
| Break-even: |
47.70 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.07 |
| Rho: |
0.05 |
Quote data
| Open: |
1.350 |
| High: |
1.350 |
| Low: |
1.230 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
-20.25% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.320 |
1.120 |
| 6M High / 6M Low: |
1.840 |
0.850 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.47% |
| Volatility 6M: |
|
90.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |