BNP Paribas Call 90 BNR 21.03.2025
/ DE000PC9RK56
BNP Paribas Call 90 BNR 21.03.202.../ DE000PC9RK56 /
| 2024-07-05 9:50:23 PM |
Chg.-0.001 |
Bid2024-07-05 |
Ask2024-07-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
-3.70% |
0.026
Bid Size: 20,000 |
0.042
Ask Size: 20,000 |
BRENNTAG SE NA O.N. |
90.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RK5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
149.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-2.58 |
| Time value: |
0.04 |
| Break-even: |
90.43 |
| Moneyness: |
0.71 |
| Premium: |
0.41 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
59.26% |
| Delta: |
0.08 |
| Theta: |
0.00 |
| Omega: |
11.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.026 |
| High: |
0.029 |
| Low: |
0.025 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-57.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.028 |
0.025 |
| 1M High / 1M Low: |
0.068 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
