BNP Paribas Call 35 G1A 21.03.2025
/ DE000PC9RPC7
BNP Paribas Call 35 G1A 21.03.202.../ DE000PC9RPC7 /
| 11/15/2024 9:20:33 PM |
Chg.-0.020 |
Bid11/15/2024 |
Ask11/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-1.82% |
1.080
Bid Size: 2,778 |
1.100
Ask Size: 2,728 |
GEA GROUP AG |
35.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
1.02 |
| Time value: |
0.08 |
| Break-even: |
46.00 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.76 |
| Rho: |
0.10 |
Quote data
| Open: |
1.080 |
| High: |
1.100 |
| Low: |
1.020 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
+52.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.080 |
| 1M High / 1M Low: |
1.320 |
1.020 |
| 6M High / 6M Low: |
1.320 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.82% |
| Volatility 6M: |
|
84.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
