BNP Paribas Call 2550 HMI 21.03.2.../  DE000PC9R1C4  /

Frankfurt Zert./BNP
1/10/2025  8:20:15 AM Chg.-0.030 Bid9:04:53 AM Ask8:37:57 AM Underlying Strike price Expiration date Option type
0.700EUR -4.11% 0.770
Bid Size: 3,897
-
Ask Size: -
HERMES INTERNATIONAL... 2,550.00 EUR 3/21/2025 Call
 

Master data

WKN: PC9R1C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 2,550.00 EUR
Maturity: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 26.93
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.26
Parity: -1.80
Time value: 0.88
Break-even: 2,638.00
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.73
Spread abs.: 0.13
Spread %: 17.33%
Delta: 0.37
Theta: -1.07
Omega: 9.88
Rho: 1.52
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month  
+52.17%
3 Months  
+59.09%
YTD  
+40.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.280
1M High / 1M Low: 0.730 0.280
6M High / 6M Low: 0.730 0.110
High (YTD): 1/9/2025 0.730
Low (YTD): 1/3/2025 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   0.000
Avg. price 6M:   0.359
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.25%
Volatility 6M:   421.14%
Volatility 1Y:   -
Volatility 3Y:   -