BNP Paribas Call 75 NEM 21.03.2025
/ DE000PC9RS82
BNP Paribas Call 75 NEM 21.03.202.../ DE000PC9RS82 /
| 10/01/2025 21:47:04 |
Chg.+0.180 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.480EUR |
+7.83% |
2.480
Bid Size: 1,210 |
2.510
Ask Size: 1,196 |
NEMETSCHEK SE O.N. |
75.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PC9RS8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.28 |
| Parity: |
2.14 |
| Time value: |
0.21 |
| Break-even: |
98.40 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.30% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
3.61 |
| Rho: |
0.12 |
Quote data
| Open: |
2.290 |
| High: |
2.560 |
| Low: |
2.290 |
| Previous Close: |
2.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.10% |
| 1 Month |
|
|
-1.20% |
| 3 Months |
|
|
-0.40% |
| YTD |
|
|
+18.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.300 |
2.100 |
| 1M High / 1M Low: |
2.610 |
1.940 |
| 6M High / 6M Low: |
3.220 |
1.680 |
| High (YTD): |
09/01/2025 |
2.300 |
| Low (YTD): |
03/01/2025 |
2.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.309 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.34% |
| Volatility 6M: |
|
84.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |