BNP Paribas Call 42 EBO 21.03.2025
/ DE000PC9RH44
BNP Paribas Call 42 EBO 21.03.202.../ DE000PC9RH44 /
7/29/2024 5:21:00 PM |
Chg.+0.010 |
Bid7/29/2024 |
Ask7/29/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+1.20% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
42.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
PC9RH4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
0.58 |
Time value: |
0.33 |
Break-even: |
51.00 |
Moneyness: |
1.14 |
Premium: |
0.07 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.07 |
Spread %: |
8.43% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
3.99 |
Rho: |
0.17 |
Quote data
Open: |
0.840 |
High: |
0.850 |
Low: |
0.840 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
+35.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.780 |
1M High / 1M Low: |
0.830 |
0.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.796 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.754 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |