BNP Paribas Call 72 NEM 21.03.2025
/ DE000PC9RS90
BNP Paribas Call 72 NEM 21.03.202.../ DE000PC9RS90 /
| 24/01/2025 18:19:19 |
Chg.+0.08 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.20EUR |
+1.94% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
72.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| 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: |
4.14 |
| High: |
4.22 |
| Low: |
4.14 |
| Previous Close: |
4.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.85% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+30.84% |
| YTD |
|
|
+75.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
3.74 |
| 1M High / 1M Low: |
4.20 |
2.33 |
| 6M High / 6M Low: |
4.20 |
1.90 |
| High (YTD): |
24/01/2025 |
4.20 |
| Low (YTD): |
14/01/2025 |
2.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.68% |
| Volatility 6M: |
|
96.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |