BNP Paribas Call 250 HNR1 21.03.2025
/ DE000PC9RQD3
BNP Paribas Call 250 HNR1 21.03.2.../ DE000PC9RQD3 /
| 24/01/2025 18:09:18 |
Chg.-0.30 |
Bid22:00:01 |
Ask22:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
HANNOVER RUECK SE NA... |
250.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PC9RQD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
1.15 |
| Time value: |
0.72 |
| Break-even: |
268.70 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
2.75% |
| Delta: |
0.69 |
| Theta: |
-0.10 |
| Omega: |
9.66 |
| Rho: |
0.25 |
Quote data
| Open: |
1.83 |
| High: |
1.83 |
| Low: |
1.50 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.28% |
| 1 Month |
|
|
+64.84% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+97.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.24 |
| 1M High / 1M Low: |
1.80 |
0.76 |
| 6M High / 6M Low: |
2.58 |
0.52 |
| High (YTD): |
23/01/2025 |
1.80 |
| Low (YTD): |
02/01/2025 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.29% |
| Volatility 6M: |
|
200.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |