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

EUWAX
2024-07-31  9:58:16 AM Chg.0.000 Bid10:51:19 AM Ask10:51:19 AM Underlying Strike price Expiration date Option type
0.300EUR 0.00% 0.300
Bid Size: 25,000
0.320
Ask Size: 25,000
ERSTE GROUP BNK INH.... 52.00 EUR 2025-03-21 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: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.73
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -0.36
Time value: 0.38
Break-even: 55.80
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.07
Spread %: 22.58%
Delta: 0.47
Theta: -0.01
Omega: 5.99
Rho: 0.12
 

Quote data

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

Performance

1 Week  
+25.00%
1 Month  
+57.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.230
1M High / 1M Low: 0.300 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -