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

Frankfurt Zert./BNP
7/5/2024  5:20:54 PM Chg.-0.020 Bid7/5/2024 Ask7/5/2024 Underlying Strike price Expiration date Option type
0.250EUR -7.41% 0.250
Bid Size: 25,000
0.270
Ask Size: 25,000
ERSTE GROUP BNK INH.... 52.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.44
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -0.58
Time value: 0.32
Break-even: 55.20
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.29
Spread abs.: 0.07
Spread %: 28.00%
Delta: 0.42
Theta: -0.01
Omega: 6.00
Rho: 0.11
 

Quote data

Open: 0.270
High: 0.270
Low: 0.240
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+31.58%
1 Month  
+8.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -