BNP Paribas Call 52 RNL 21.03.202.../  DE000PC70L35  /

Frankfurt Zert./BNP
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:   -