BNP Paribas Call 40 EBO 20.06.2025
/ DE000PC9VS78
BNP Paribas Call 40 EBO 20.06.202.../ DE000PC9VS78 /
| 14/08/2024 17:21:07 |
Chg.+0.070 |
Bid17:29:52 |
Ask17:29:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+7.87% |
0.960
Bid Size: 25,000 |
0.980
Ask Size: 25,000 |
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: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.61 |
| Time value: |
0.31 |
| Break-even: |
49.20 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.22% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.89 |
| Rho: |
0.23 |
Quote data
| Open: |
0.890 |
| High: |
0.960 |
| Low: |
0.890 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-2.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.830 |
| 1M High / 1M Low: |
1.070 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
