BNP Paribas Call 2550 HMI 21.03.2.../  DE000PC9R1C4  /

Frankfurt Zert./BNP
1/24/2025  9:20:14 PM Chg.-0.020 Bid9:42:34 PM Ask9:42:34 PM Underlying Strike price Expiration date Option type
1.990EUR -1.00% 1.980
Bid Size: 1,516
2.120
Ask Size: 1,416
HERMES INTERNATIONAL... 2,550.00 EUR 3/21/2025 Call
 

Master data

WKN: PC9R1C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 2,550.00 EUR
Maturity: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 12.56
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 1.12
Implied volatility: 0.35
Historic volatility: 0.26
Parity: 1.12
Time value: 1.00
Break-even: 2,762.00
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.14
Spread %: 7.07%
Delta: 0.66
Theta: -1.34
Omega: 8.28
Rho: 2.33
 

Quote data

Open: 2.000
High: 2.290
Low: 1.990
Previous Close: 2.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+82.57%
1 Month  
+275.47%
3 Months  
+610.71%
YTD  
+298.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.010 1.100
1M High / 1M Low: 2.010 0.280
6M High / 6M Low: 2.010 0.110
High (YTD): 1/23/2025 2.010
Low (YTD): 1/3/2025 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   1.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.911
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   425.04%
Volatility 6M:   426.65%
Volatility 1Y:   -
Volatility 3Y:   -