BNP Paribas Call 76 BNR 21.03.2025
/ DE000PC9RLD4
BNP Paribas Call 76 BNR 21.03.202.../ DE000PC9RLD4 /
| 09/07/2024 14:05:24 |
Chg.-0.010 |
Bid14:16:05 |
Ask14:16:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.150
Bid Size: 76,600 |
0.160
Ask Size: 76,600 |
BRENNTAG SE NA O.N. |
76.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PC9RLD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.23 |
| Time value: |
0.17 |
| Break-even: |
77.70 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
9.39 |
| Rho: |
0.10 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.150 |
| 1M High / 1M Low: |
0.290 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
