BNP Paribas Call 80 NEM 21.03.2025
/ DE000PC9RS66
BNP Paribas Call 80 NEM 21.03.202.../ DE000PC9RS66 /
| 10/01/2025 21:47:07 |
Chg.+0.180 |
Bid21:47:25 |
Ask21:47:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
+9.73% |
2.030
Bid Size: 1,478 |
2.060
Ask Size: 1,457 |
NEMETSCHEK SE O.N. |
80.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PC9RS6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.28 |
| Parity: |
1.64 |
| Time value: |
0.26 |
| Break-even: |
98.90 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.61% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
4.25 |
| Rho: |
0.12 |
Quote data
| Open: |
1.850 |
| High: |
2.100 |
| Low: |
1.850 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.56% |
| 1 Month |
|
|
-1.46% |
| 3 Months |
|
|
-2.40% |
| YTD |
|
|
+22.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
1.670 |
| 1M High / 1M Low: |
2.160 |
1.530 |
| 6M High / 6M Low: |
2.760 |
1.360 |
| High (YTD): |
09/01/2025 |
1.850 |
| Low (YTD): |
03/01/2025 |
1.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.907 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.62% |
| Volatility 6M: |
|
97.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |