BNP Paribas Call 52 EBO 21.03.202.../  DE000PC9RH02  /

Frankfurt Zert./BNP
08/11/2024  17:20:52 Chg.-0.010 Bid08/11/2024 Ask08/11/2024 Underlying Strike price Expiration date Option type
0.440EUR -2.22% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 52.00 EUR 21/03/2025 Call
 

Master data

WKN: PC9RH0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 21/03/2025
Issue date: 14/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.63
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.15
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 0.15
Time value: 0.31
Break-even: 56.60
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.63
Theta: -0.02
Omega: 7.27
Rho: 0.10
 

Quote data

Open: 0.450
High: 0.450
Low: 0.410
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month  
+76.00%
3 Months  
+120.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.370
1M High / 1M Low: 0.450 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -