BNP Paribas Call 235 HNR1 21.03.2025
/ DE000PC9RQG6
BNP Paribas Call 235 HNR1 21.03.2.../ DE000PC9RQG6 /
| 1/24/2025 6:09:14 PM |
Chg.-0.38 |
Bid9:20:26 PM |
Ask9:20:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-12.58% |
2.64
Bid Size: 1,200 |
2.71
Ask Size: 1,200 |
HANNOVER RUECK SE NA... |
235.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RQG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
2.65 |
| Time value: |
0.47 |
| Break-even: |
266.20 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
2.30% |
| Delta: |
0.82 |
| Theta: |
-0.10 |
| Omega: |
6.84 |
| Rho: |
0.28 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
2.64 |
| Previous Close: |
3.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.92% |
| 1 Month |
|
|
+47.49% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
+67.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
2.32 |
| 1M High / 1M Low: |
3.02 |
1.58 |
| 6M High / 6M Low: |
3.70 |
0.91 |
| High (YTD): |
1/23/2025 |
3.02 |
| Low (YTD): |
1/2/2025 |
1.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.74% |
| Volatility 6M: |
|
159.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |