BNP Paribas Call 40 EBO 21.03.202.../  DE000PC9RH51  /

Frankfurt Zert./BNP
7/15/2024  5:20:58 PM Chg.+0.020 Bid5:28:39 PM Ask5:28:39 PM Underlying Strike price Expiration date Option type
0.910EUR +2.25% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 40.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.90
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.65
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.65
Time value: 0.30
Break-even: 49.50
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 7.95%
Delta: 0.78
Theta: -0.01
Omega: 3.80
Rho: 0.18
 

Quote data

Open: 0.870
High: 0.910
Low: 0.870
Previous Close: 0.890
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+12.35%
1 Month  
+56.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.810
1M High / 1M Low: 0.910 0.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   0.793
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -