BNP Paribas Call 22 LDO 20.03.2025
/ DE000PC9R278
BNP Paribas Call 22 LDO 20.03.202.../ DE000PC9R278 /
| 1/23/2025 8:13:32 AM |
Chg.+0.36 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.76EUR |
+4.86% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
22.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
PC9R27 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.42 |
| Intrinsic value: |
7.32 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.31 |
| Parity: |
7.32 |
| Time value: |
0.60 |
| Break-even: |
29.92 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.17 |
| Spread %: |
2.19% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.28 |
| Rho: |
0.03 |
Quote data
| Open: |
7.76 |
| High: |
7.76 |
| Low: |
7.76 |
| Previous Close: |
7.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.96% |
| 1 Month |
|
|
+77.57% |
| 3 Months |
|
|
+295.92% |
| YTD |
|
|
+83.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.76 |
6.75 |
| 1M High / 1M Low: |
7.76 |
3.88 |
| 6M High / 6M Low: |
7.76 |
1.21 |
| High (YTD): |
1/23/2025 |
7.76 |
| Low (YTD): |
1/6/2025 |
3.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.59% |
| Volatility 6M: |
|
179.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |