BNP Paribas Call 40 EBO 20.06.2025
/ DE000PC9VS78
BNP Paribas Call 40 EBO 20.06.202.../ DE000PC9VS78 /
8/14/2024 5:21:07 PM |
Chg.+0.070 |
Bid5:29:52 PM |
Ask5:29:52 PM |
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 |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
5/15/2024 |
Last trading day: |
6/19/2025 |
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: |
|
- |