BNP Paribas Call 40 EBO 21.03.2025
/ DE000PC9RH51
BNP Paribas Call 40 EBO 21.03.202.../ DE000PC9RH51 /
| 28/06/2024 17:20:50 |
Chg.0.000 |
Bid17:29:35 |
Ask17:29:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
0.00% |
0.740
Bid Size: 25,000 |
0.760
Ask Size: 25,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.42 |
| Time value: |
0.38 |
| Break-even: |
48.00 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
8.11% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.97 |
| Rho: |
0.17 |
Quote data
| Open: |
0.740 |
| High: |
0.760 |
| Low: |
0.720 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
-6.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.710 |
| 1M High / 1M Low: |
0.840 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.739 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
