BNP Paribas Call 40 RNL 21.03.2025
/ DE000PC70L84
BNP Paribas Call 40 RNL 21.03.202.../ DE000PC70L84 /
| 1/9/2025 8:38:04 AM |
Chg.- |
Bid8:00:36 AM |
Ask8:00:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
- |
0.690
Bid Size: 4,348 |
0.730
Ask Size: 4,110 |
RENAULT INH. EO... |
40.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC70L8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.28 |
| Parity: |
0.72 |
| Time value: |
0.14 |
| Break-even: |
48.50 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
4.94% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
4.53 |
| Rho: |
0.06 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.33% |
| 1 Month |
|
|
+41.07% |
| 3 Months |
|
|
+119.44% |
| YTD |
|
|
-1.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.750 |
| 1M High / 1M Low: |
0.840 |
0.560 |
| 6M High / 6M Low: |
1.250 |
0.220 |
| High (YTD): |
1/2/2025 |
0.830 |
| Low (YTD): |
1/6/2025 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.725 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.555 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.28% |
| Volatility 6M: |
|
166.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |