BNP Paribas Call 82 BNR 21.03.2025
/ DE000PC9RLA0
BNP Paribas Call 82 BNR 21.03.202.../ DE000PC9RLA0 /
10/11/2024 6:14:44 PM |
Chg.0.000 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
82.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
PC9RLA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
82.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
110.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-1.70 |
Time value: |
0.06 |
Break-even: |
82.59 |
Moneyness: |
0.79 |
Premium: |
0.27 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.02 |
Spread %: |
40.48% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
12.88 |
Rho: |
0.03 |
Quote data
Open: |
0.041 |
High: |
0.043 |
Low: |
0.039 |
Previous Close: |
0.042 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-43.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.052 |
0.036 |
1M High / 1M Low: |
0.070 |
0.015 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.043 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
759.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |