BNP Paribas Call 120 BX 21.03.2025
/ DE000PC9WNE8
BNP Paribas Call 120 BX 21.03.202.../ DE000PC9WNE8 /
| 27/09/2024 21:50:33 |
Chg.+0.190 |
Bid21:59:36 |
Ask21:59:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.480EUR |
+5.78% |
3.470
Bid Size: 8,000 |
3.510
Ask Size: 8,000 |
Blackstone Inc |
120.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PC9WNE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
2.99 |
| Time value: |
0.44 |
| Break-even: |
141.66 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.12 |
| Spread %: |
3.63% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
3.49 |
| Rho: |
0.41 |
Quote data
| Open: |
3.340 |
| High: |
3.510 |
| Low: |
3.320 |
| Previous Close: |
3.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.95% |
| 1 Month |
|
|
+41.46% |
| 3 Months |
|
|
+127.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.740 |
3.290 |
| 1M High / 1M Low: |
3.880 |
2.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
