BNP Paribas Call 55 RNL 21.03.2025
/ DE000PC70L27
BNP Paribas Call 55 RNL 21.03.202.../ DE000PC70L27 /
| 24/01/2025 08:41:21 |
Chg.-0.026 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-26.00% |
-
Bid Size: - |
-
Ask Size: - |
RENAULT INH. EO... |
55.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PC70L2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
44.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
-0.59 |
| Time value: |
0.11 |
| Break-even: |
56.10 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.03 |
| Spread %: |
37.50% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
11.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.95% |
| 1 Month |
|
|
+1.37% |
| 3 Months |
|
|
+51.02% |
| YTD |
|
|
+1.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.070 |
| 1M High / 1M Low: |
0.100 |
0.040 |
| 6M High / 6M Low: |
0.140 |
0.009 |
| High (YTD): |
23/01/2025 |
0.100 |
| Low (YTD): |
13/01/2025 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.047 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
455.97% |
| Volatility 6M: |
|
460.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |