BNP Paribas Call 50 EBO 20.12.2024
/ DE000PC9RHZ5
BNP Paribas Call 50 EBO 20.12.202.../ DE000PC9RHZ5 /
| 17/07/2024 17:20:58 |
Chg.-0.010 |
Bid17/07/2024 |
Ask17/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-4.35% |
0.220
Bid Size: 25,000 |
0.240
Ask Size: 25,000 |
ERSTE GROUP BNK INH.... |
50.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC9RHZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
-0.29 |
| Time value: |
0.31 |
| Break-even: |
53.10 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.07 |
| Spread %: |
29.17% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
6.98 |
| Rho: |
0.08 |
Quote data
| Open: |
0.230 |
| High: |
0.240 |
| Low: |
0.220 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.200 |
| 1M High / 1M Low: |
0.230 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
