BNP Paribas Call 80 SIX2 19.12.2025
/ DE000PC9V445
BNP Paribas Call 80 SIX2 19.12.20.../ DE000PC9V445 /
2024-09-09 5:20:55 PM |
Chg.-0.020 |
Bid5:37:17 PM |
Ask5:37:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-5.41% |
0.360 Bid Size: 8,334 |
0.390 Ask Size: 7,693 |
SIXT SE ST O.N. |
80.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
PC9V44 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-05-15 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.31 |
Parity: |
-1.97 |
Time value: |
0.39 |
Break-even: |
83.90 |
Moneyness: |
0.75 |
Premium: |
0.39 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
8.33% |
Delta: |
0.32 |
Theta: |
-0.01 |
Omega: |
5.00 |
Rho: |
0.20 |
Quote data
Open: |
0.360 |
High: |
0.370 |
Low: |
0.350 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.63% |
1 Month |
|
|
-22.22% |
3 Months |
|
|
-63.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.360 |
1M High / 1M Low: |
0.470 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.380 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.424 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |