BNP Paribas Call 40 G1A 21.03.2025
/ DE000PC9RN95
BNP Paribas Call 40 G1A 21.03.202.../ DE000PC9RN95 /
| 15/11/2024 18:09:41 |
Chg.-0.030 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-4.69% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.52 |
| Time value: |
0.12 |
| Break-even: |
46.40 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
5.79 |
| Rho: |
0.11 |
Quote data
| Open: |
0.630 |
| High: |
0.650 |
| Low: |
0.600 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
-28.24% |
| 3 Months |
|
|
+64.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.610 |
| 1M High / 1M Low: |
0.850 |
0.560 |
| 6M High / 6M Low: |
0.850 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.06% |
| Volatility 6M: |
|
121.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
