BNP Paribas Call 52 RNL 21.03.2025
/ DE000PC70L35
BNP Paribas Call 52 RNL 21.03.202.../ DE000PC70L35 /
1/24/2025 9:47:06 PM |
Chg.+0.020 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
+14.29% |
0.160 Bid Size: 10,000 |
0.190 Ask Size: 10,000 |
RENAULT INH. EO... |
52.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
PC70L3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
RENAULT INH. EO 3,81 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.28 |
Parity: |
-0.29 |
Time value: |
0.19 |
Break-even: |
53.90 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.03 |
Spread %: |
18.75% |
Delta: |
0.39 |
Theta: |
-0.03 |
Omega: |
10.16 |
Rho: |
0.03 |
Quote data
Open: |
0.150 |
High: |
0.200 |
Low: |
0.150 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+23.08% |
3 Months |
|
|
+60.00% |
YTD |
|
|
+14.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.130 |
1M High / 1M Low: |
0.180 |
0.080 |
6M High / 6M Low: |
0.220 |
0.019 |
High (YTD): |
1/22/2025 |
0.180 |
Low (YTD): |
1/10/2025 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.081 |
Avg. volume 6M: |
|
11.811 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
287.64% |
Volatility 6M: |
|
340.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |