BNP Paribas Call 72 BNR 21.03.2025
/ DE000PC9RLG7
BNP Paribas Call 72 BNR 21.03.202.../ DE000PC9RLG7 /
11/8/2024 6:19:11 PM |
Chg.-0.007 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.058EUR |
-10.77% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
72.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
PC9RLG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
81.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.21 |
Parity: |
-1.10 |
Time value: |
0.08 |
Break-even: |
72.75 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.02 |
Spread %: |
27.12% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
13.54 |
Rho: |
0.03 |
Quote data
Open: |
0.062 |
High: |
0.070 |
Low: |
0.058 |
Previous Close: |
0.065 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-71.00% |
3 Months |
|
|
-77.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.065 |
0.033 |
1M High / 1M Low: |
0.200 |
0.033 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.106 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
394.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |