BNP Paribas Call 265 HNR1 21.03.2025
/ DE000PC9RQA9
BNP Paribas Call 265 HNR1 21.03.2.../ DE000PC9RQA9 /
| 10/01/2025 08:12:23 |
Chg.+0.080 |
Bid09:16:22 |
Ask09:16:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+12.50% |
0.650
Bid Size: 13,000 |
0.670
Ask Size: 13,000 |
HANNOVER RUECK SE NA... |
265.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PC9RQA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.99 |
| Time value: |
0.70 |
| Break-even: |
272.00 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.05 |
| Spread %: |
7.69% |
| Delta: |
0.40 |
| Theta: |
-0.08 |
| Omega: |
14.44 |
| Rho: |
0.18 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.00% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-48.57% |
| YTD |
|
|
+140.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.480 |
| 1M High / 1M Low: |
0.810 |
0.300 |
| 6M High / 6M Low: |
1.710 |
0.290 |
| High (YTD): |
08/01/2025 |
0.650 |
| Low (YTD): |
02/01/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.863 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.62% |
| Volatility 6M: |
|
216.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |