BNP Paribas Call 35 G1A 21.03.2025
/ DE000PC9RPC7
BNP Paribas Call 35 G1A 21.03.202.../ DE000PC9RPC7 /
2024-09-11 9:20:30 PM |
Chg.-0.010 |
Bid9:52:48 PM |
Ask9:52:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-1.18% |
0.850 Bid Size: 3,530 |
0.870 Ask Size: 3,449 |
GEA GROUP AG |
35.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
PC9RPC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-14 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
0.73 |
Time value: |
0.14 |
Break-even: |
43.70 |
Moneyness: |
1.21 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.35% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
4.13 |
Rho: |
0.14 |
Quote data
Open: |
0.830 |
High: |
0.850 |
Low: |
0.810 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.70% |
1 Month |
|
|
+25.37% |
3 Months |
|
|
+55.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.770 |
1M High / 1M Low: |
0.860 |
0.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.814 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.760 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |