BNP Paribas Call 115 NEM 21.03.2025
/ DE000PL0ELH1
BNP Paribas Call 115 NEM 21.03.20.../ DE000PL0ELH1 /
| 24/01/2025 21:47:05 |
Chg.+0.040 |
Bid24/01/2025 |
Ask24/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+8.00% |
0.540
Bid Size: 5,556 |
0.560
Ask Size: 5,358 |
NEMETSCHEK SE O.N. |
115.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
PL0ELH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
30/10/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-0.16 |
| Time value: |
0.56 |
| Break-even: |
120.60 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
0.50 |
| Theta: |
-0.06 |
| Omega: |
10.08 |
| Rho: |
0.08 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.520 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+550.60% |
| 1 Month |
|
|
+520.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
+650.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.320 |
| 1M High / 1M Low: |
0.540 |
0.046 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/01/2025 |
0.540 |
| Low (YTD): |
14/01/2025 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,086.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |