BNP Paribas Call 40 EBO 20.06.2025
/ DE000PC9VS78
BNP Paribas Call 40 EBO 20.06.202.../ DE000PC9VS78 /
| 09/10/2024 17:20:58 |
Chg.+0.040 |
Bid09/10/2024 |
Ask09/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+3.96% |
1.050
Bid Size: 24,000 |
1.090
Ask Size: 24,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
PC9VS7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.84 |
| Time value: |
0.27 |
| Break-even: |
51.10 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
8.82% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.52 |
| Rho: |
0.20 |
Quote data
| Open: |
0.970 |
| High: |
1.050 |
| Low: |
0.970 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.96% |
| 1 Month |
|
|
+3.96% |
| 3 Months |
|
|
+17.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
1.010 |
| 1M High / 1M Low: |
1.080 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
