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

EUWAX
10/7/2024  10:06:40 AM Chg.0.000 Bid1:56:27 PM Ask1:56:27 PM Underlying Strike price Expiration date Option type
0.330EUR 0.00% 0.320
Bid Size: 25,000
0.340
Ask Size: 25,000
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: 12.15
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -0.14
Time value: 0.40
Break-even: 54.00
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.26
Spread abs.: 0.07
Spread %: 21.21%
Delta: 0.52
Theta: -0.01
Omega: 6.31
Rho: 0.10
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month  
+6.45%
3 Months
  -5.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.290
1M High / 1M Low: 0.350 0.270
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:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -