BNP Paribas Call 110 BX 21.03.2025
/ DE000PC9WNF5
BNP Paribas Call 110 BX 21.03.202.../ DE000PC9WNF5 /
| 2024-10-18 9:50:27 PM |
Chg.+0.270 |
Bid9:59:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.950EUR |
+4.75% |
5.870
Bid Size: 6,400 |
-
Ask Size: - |
Blackstone Inc |
110.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9WNF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.87 |
| Intrinsic value: |
5.74 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
5.74 |
| Time value: |
0.21 |
| Break-even: |
160.72 |
| Moneyness: |
1.57 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.36% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.56 |
| Rho: |
0.39 |
Quote data
| Open: |
5.680 |
| High: |
6.170 |
| Low: |
5.680 |
| Previous Close: |
5.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.72% |
| 1 Month |
|
|
+31.06% |
| 3 Months |
|
|
+91.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.950 |
4.360 |
| 1M High / 1M Low: |
5.950 |
3.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
