BNP Paribas Call 50 EBO 21.03.202.../  DE000PC9RH10  /

EUWAX
26/07/2024  10:11:27 Chg.+0.070 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.370EUR +23.33% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 50.00 EUR 21/03/2025 Call
 

Master data

WKN: PC9RH1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 21/03/2025
Issue date: 14/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.10
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -0.23
Time value: 0.43
Break-even: 54.30
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.22
Spread abs.: 0.07
Spread %: 19.44%
Delta: 0.51
Theta: -0.01
Omega: 5.71
Rho: 0.13
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.33%
1 Month  
+48.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.300
1M High / 1M Low: 0.370 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -