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

EUWAX
11/8/2024  10:18:05 AM Chg.0.000 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.550EUR 0.00% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 50.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.06
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.35
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.35
Time value: 0.24
Break-even: 55.90
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.71
Theta: -0.01
Omega: 6.40
Rho: 0.12
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.57%
1 Month  
+83.33%
3 Months  
+103.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.470
1M High / 1M Low: 0.600 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -