BNP Paribas Call 72 SIX2 21.03.2025
/ DE000PC9RVQ5
BNP Paribas Call 72 SIX2 21.03.20.../ DE000PC9RVQ5 /
| 2024-12-20 6:09:12 PM |
Chg.+0.030 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+3.61% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
0.49 |
| Time value: |
0.39 |
| Break-even: |
80.70 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
6.02 |
| Rho: |
0.11 |
Quote data
| Open: |
0.790 |
| High: |
0.860 |
| Low: |
0.790 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.67% |
| 1 Month |
|
|
+56.36% |
| 3 Months |
|
|
+230.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.730 |
| 1M High / 1M Low: |
0.860 |
0.390 |
| 6M High / 6M Low: |
0.920 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.528 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.20% |
| Volatility 6M: |
|
192.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
