BNP Paribas Call 85 SIX2 21.03.2025
/ DE000PC9RVH4
BNP Paribas Call 85 SIX2 21.03.20.../ DE000PC9RVH4 /
| 2024-12-20 9:47:05 PM |
Chg.+0.020 |
Bid2024-12-20 |
Ask2024-12-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+9.09% |
0.240
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
SIXT SE ST O.N. |
85.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RVH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST 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: |
28.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
-0.82 |
| Time value: |
0.27 |
| Break-even: |
87.70 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.33 |
| Theta: |
-0.03 |
| Omega: |
9.39 |
| Rho: |
0.06 |
Quote data
| Open: |
0.220 |
| High: |
0.250 |
| Low: |
0.220 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
+233.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.190 |
| 1M High / 1M Low: |
0.240 |
0.090 |
| 6M High / 6M Low: |
0.370 |
0.058 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.173 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.74% |
| Volatility 6M: |
|
278.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
