BNP Paribas Call 40 G1A 21.03.2025
/ DE000PC9RN95
BNP Paribas Call 40 G1A 21.03.202.../ DE000PC9RN95 /
02/10/2024 21:20:39 |
Chg.+0.070 |
Bid21:50:10 |
Ask21:50:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
+12.50% |
0.620 Bid Size: 4,839 |
0.640 Ask Size: 4,688 |
GEA GROUP AG |
40.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
PC9RN9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
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: |
7.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.26 |
Historic volatility: |
0.20 |
Parity: |
0.40 |
Time value: |
0.18 |
Break-even: |
45.80 |
Moneyness: |
1.10 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
3.57% |
Delta: |
0.77 |
Theta: |
-0.01 |
Omega: |
5.82 |
Rho: |
0.13 |
Quote data
Open: |
0.620 |
High: |
0.710 |
Low: |
0.600 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.55% |
1 Month |
|
|
+36.96% |
3 Months |
|
|
+70.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.550 |
1M High / 1M Low: |
0.620 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.570 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.477 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |