BNP Paribas Call 72 SIX2 21.03.2025
/ DE000PC9RVQ5
BNP Paribas Call 72 SIX2 21.03.20.../ DE000PC9RVQ5 /
| 2024-11-04 9:20:20 PM |
Chg.-0.050 |
Bid9:51:20 PM |
Ask9:51:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-6.67% |
0.690
Bid Size: 4,348 |
0.720
Ask Size: 4,167 |
SIXT SE ST O.N. |
72.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RVQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.10 |
| Time value: |
0.68 |
| Break-even: |
79.70 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
4.05% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
5.57 |
| Rho: |
0.13 |
Quote data
| Open: |
0.760 |
| High: |
0.780 |
| Low: |
0.700 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
+62.79% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.740 |
| 1M High / 1M Low: |
0.930 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
