BNP Paribas Call 72 NEM 21.03.2025
/ DE000PC9RS90
BNP Paribas Call 72 NEM 21.03.202.../ DE000PC9RS90 /
| 1/24/2025 9:47:05 PM |
Chg.+0.100 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.190EUR |
+2.44% |
4.190
Bid Size: 800 |
4.220
Ask Size: 800 |
NEMETSCHEK SE O.N. |
72.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RS9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.17 |
| Intrinsic value: |
4.14 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.30 |
| Parity: |
4.14 |
| Time value: |
0.08 |
| Break-even: |
114.20 |
| Moneyness: |
1.58 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.72% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
2.59 |
| Rho: |
0.10 |
Quote data
| Open: |
4.130 |
| High: |
4.210 |
| Low: |
4.130 |
| Previous Close: |
4.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.48% |
| 1 Month |
|
|
+71.02% |
| 3 Months |
|
|
+33.44% |
| YTD |
|
|
+77.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.190 |
3.680 |
| 1M High / 1M Low: |
4.190 |
2.330 |
| 6M High / 6M Low: |
4.190 |
1.890 |
| High (YTD): |
1/24/2025 |
4.190 |
| Low (YTD): |
1/14/2025 |
2.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.630 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.61% |
| Volatility 6M: |
|
94.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |