BNP Paribas Call 45 RNL 21.03.2025
/ DE000PC70L68
BNP Paribas Call 45 RNL 21.03.202.../ DE000PC70L68 /
| 24/01/2025 08:41:21 |
Chg.-0.070 |
Bid22:05:01 |
Ask22:05:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-11.86% |
-
Bid Size: - |
-
Ask Size: - |
RENAULT INH. EO... |
45.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PC70L6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
0.41 |
| Time value: |
0.17 |
| Break-even: |
50.80 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
6.22 |
| Rho: |
0.05 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.89% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+92.59% |
| YTD |
|
|
+18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.490 |
| 1M High / 1M Low: |
0.590 |
0.340 |
| 6M High / 6M Low: |
0.590 |
0.085 |
| High (YTD): |
23/01/2025 |
0.590 |
| Low (YTD): |
13/01/2025 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.268 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.51% |
| Volatility 6M: |
|
245.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |