BNP Paribas Call 42 G1A 21.03.2025
/ DE000PC9RN87
BNP Paribas Call 42 G1A 21.03.202.../ DE000PC9RN87 /
| 2024-07-22 9:20:31 PM |
Chg.+0.010 |
Bid2024-07-22 |
Ask2024-07-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
0.260
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
GEA GROUP AG |
42.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RN8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.20 |
| Time value: |
0.26 |
| Break-even: |
44.60 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
7.48 |
| Rho: |
0.11 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
0.280 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
