BNP Paribas Call 40 EBO 21.03.2025
/ DE000PC9RH51
BNP Paribas Call 40 EBO 21.03.202.../ DE000PC9RH51 /
| 2024-09-02 3:51:27 PM |
Chg.+0.05 |
Bid5:37:04 PM |
Ask5:37:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+4.59% |
1.13
Bid Size: 4,400 |
1.22
Ask Size: 4,400 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RH5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
0.95 |
| Time value: |
0.25 |
| Break-even: |
52.00 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
8.11% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.38 |
| Rho: |
0.16 |
Quote data
| Open: |
1.08 |
| High: |
1.14 |
| Low: |
1.08 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.33% |
| 1 Month |
|
|
+29.55% |
| 3 Months |
|
|
+42.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.98 |
| 1M High / 1M Low: |
1.09 |
0.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
