BNP Paribas Call 130 BX 21.03.2025
/ DE000PC9WND0
BNP Paribas Call 130 BX 21.03.202.../ DE000PC9WND0 /
| 27/09/2024 20:20:46 |
Chg.+0.180 |
Bid27/09/2024 |
Ask27/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.750EUR |
+7.00% |
2.750
Bid Size: 17,200 |
2.790
Ask Size: 17,200 |
Blackstone Inc |
130.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PC9WND |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
2.10 |
| Time value: |
0.61 |
| Break-even: |
143.41 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.12 |
| Spread %: |
4.63% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
4.07 |
| Rho: |
0.40 |
Quote data
| Open: |
2.610 |
| High: |
2.770 |
| Low: |
2.600 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.03% |
| 1 Month |
|
|
+50.27% |
| 3 Months |
|
|
+154.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.990 |
2.570 |
| 1M High / 1M Low: |
3.120 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
