BNP Paribas Call 48 EBO 21.03.2025
/ DE000PC9RH28
BNP Paribas Call 48 EBO 21.03.202.../ DE000PC9RH28 /
| 2024-07-30 2:21:05 PM |
Chg.+0.040 |
Bid2:43:00 PM |
Ask2:43:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+8.70% |
0.510
Bid Size: 25,000 |
0.530
Ask Size: 25,000 |
ERSTE GROUP BNK INH.... |
48.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RH2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
-0.02 |
| Time value: |
0.54 |
| Break-even: |
53.40 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
14.89% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
5.15 |
| Rho: |
0.14 |
Quote data
| Open: |
0.470 |
| High: |
0.510 |
| Low: |
0.470 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
+56.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.420 |
| 1M High / 1M Low: |
0.460 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
