BNP Paribas Call 120 BX 21.03.2025
/ DE000PC9WNE8
BNP Paribas Call 120 BX 21.03.202.../ DE000PC9WNE8 /
27/09/2024 19:05:16 |
Chg.+0.180 |
Bid19:17:57 |
Ask19:17:57 |
Underlying |
Strike price |
Expiration date |
Option type |
3.470EUR |
+5.47% |
3.440 Bid Size: 16,000 |
3.480 Ask Size: 16,000 |
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: |
3.500 |
Low: |
3.320 |
Previous Close: |
3.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.22% |
1 Month |
|
|
+41.06% |
3 Months |
|
|
+126.80% |
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: |
|
- |