BNP Paribas Call 78 SIX2 21.03.20.../  DE000PC9RVL6  /

EUWAX
11/4/2024  6:12:36 PM Chg.-0.030 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.440EUR -6.38% -
Bid Size: -
-
Ask Size: -
SIXT SE ST O.N. 78.00 EUR 3/21/2025 Call
 

Master data

WKN: PC9RVL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Call
Strike price: 78.00 EUR
Maturity: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.59
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.32
Parity: -0.51
Time value: 0.50
Break-even: 83.00
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.45
Theta: -0.03
Omega: 6.57
Rho: 0.10
 

Quote data

Open: 0.480
High: 0.490
Low: 0.440
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.42%
1 Month  
+69.23%
3 Months  
+131.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.470
1M High / 1M Low: 0.610 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.454
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -