BNP Paribas Call 68 BNR 21.03.2025
/ DE000PC9RLJ1
BNP Paribas Call 68 BNR 21.03.202.../ DE000PC9RLJ1 /
| 12/20/2024 9:50:12 PM |
Chg.+0.001 |
Bid12/20/2024 |
Ask12/20/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+3.03% |
0.034
Bid Size: 20,000 |
0.050
Ask Size: 20,000 |
BRENNTAG SE NA O.N. |
68.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RLJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
114.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-1.07 |
| Time value: |
0.05 |
| Break-even: |
68.50 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.02 |
| Spread %: |
47.06% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
15.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.032 |
| High: |
0.035 |
| Low: |
0.029 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.09% |
| 1 Month |
|
|
-77.33% |
| 3 Months |
|
|
-84.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.033 |
| 1M High / 1M Low: |
0.180 |
0.033 |
| 6M High / 6M Low: |
0.510 |
0.033 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.294 |
| Avg. volume 6M: |
|
15.385 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.17% |
| Volatility 6M: |
|
281.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
