BNP Paribas Call 50 UNVB 21.03.2025
/ DE000PC706V8
BNP Paribas Call 50 UNVB 21.03.20.../ DE000PC706V8 /
| 1/10/2025 8:37:50 AM |
Chg.+0.030 |
Bid4:23:02 PM |
Ask4:23:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+5.88% |
0.460
Bid Size: 20,000 |
0.480
Ask Size: 20,000 |
UNILEVER PLC LS-,0... |
50.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC706V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
0.47 |
| Time value: |
0.12 |
| Break-even: |
55.90 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
9.26% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
7.34 |
| Rho: |
0.07 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-30.77% |
| YTD |
|
|
-5.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.430 |
| 1M High / 1M Low: |
0.710 |
0.430 |
| 6M High / 6M Low: |
1.050 |
0.380 |
| High (YTD): |
1/3/2025 |
0.580 |
| Low (YTD): |
1/7/2025 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.12% |
| Volatility 6M: |
|
108.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |