BNP Paribas Call 85 NEM 21.03.2025
/ DE000PC9RS41
BNP Paribas Call 85 NEM 21.03.202.../ DE000PC9RS41 /
| 2024-12-20 6:09:13 PM |
Chg.+0.09 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+7.76% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
85.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RS4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
0.83 |
| Time value: |
0.43 |
| Break-even: |
97.50 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
5.38 |
| Rho: |
0.14 |
Quote data
| Open: |
1.13 |
| High: |
1.26 |
| Low: |
1.05 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.10% |
| 1 Month |
|
|
-32.07% |
| 3 Months |
|
|
+1.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.16 |
| 1M High / 1M Low: |
2.03 |
1.16 |
| 6M High / 6M Low: |
2.28 |
1.08 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.17% |
| Volatility 6M: |
|
116.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
