BNP Paribas Call 80 NEM 21.03.2025
/ DE000PC9RS66
BNP Paribas Call 80 NEM 21.03.202.../ DE000PC9RS66 /
| 1/24/2025 9:47:06 PM |
Chg.+0.100 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.410EUR |
+3.02% |
3.410
Bid Size: 880 |
3.440
Ask Size: 873 |
NEMETSCHEK SE O.N. |
80.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.30 |
| Parity: |
3.34 |
| Time value: |
0.11 |
| Break-even: |
114.50 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.88% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
3.09 |
| Rho: |
0.11 |
Quote data
| Open: |
3.360 |
| High: |
3.430 |
| Low: |
3.350 |
| Previous Close: |
3.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.36% |
| 1 Month |
|
|
+94.86% |
| 3 Months |
|
|
+40.33% |
| YTD |
|
|
+105.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.410 |
2.910 |
| 1M High / 1M Low: |
3.410 |
1.620 |
| 6M High / 6M Low: |
3.410 |
1.360 |
| High (YTD): |
1/24/2025 |
3.410 |
| Low (YTD): |
1/14/2025 |
1.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.961 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.84% |
| Volatility 6M: |
|
120.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |