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

EUWAX
9/6/2024  9:51:07 AM Chg.-0.050 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.230EUR -17.86% -
Bid Size: -
-
Ask Size: -
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: 14.27
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -0.35
Time value: 0.34
Break-even: 55.40
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.07
Spread %: 25.93%
Delta: 0.46
Theta: -0.01
Omega: 6.54
Rho: 0.10
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.81%
1 Month  
+35.29%
3 Months  
+9.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.250
1M High / 1M Low: 0.340 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -