BNP Paribas Call 65 BSN 21.03.2025
/ DE000PC7Y8Y6
BNP Paribas Call 65 BSN 21.03.202.../ DE000PC7Y8Y6 /
| 1/10/2025 8:47:04 AM |
Chg.-0.020 |
Bid9:10:49 AM |
Ask9:10:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-7.41% |
0.240
Bid Size: 52,000 |
0.250
Ask Size: 52,000 |
DANONE S.A. EO -,25 |
65.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC7Y8Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.12 |
| Parity: |
-0.02 |
| Time value: |
0.24 |
| Break-even: |
67.40 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
20.00% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
14.20 |
| Rho: |
0.06 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-24.24% |
| YTD |
|
|
+8.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.180 |
| 1M High / 1M Low: |
0.270 |
0.160 |
| 6M High / 6M Low: |
0.490 |
0.120 |
| High (YTD): |
1/9/2025 |
0.270 |
| Low (YTD): |
1/6/2025 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.274 |
| Avg. volume 6M: |
|
22.835 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.70% |
| Volatility 6M: |
|
192.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |