BNP Paribas Call 42 G1A 21.03.2025
/ DE000PC9RN87
BNP Paribas Call 42 G1A 21.03.202.../ DE000PC9RN87 /
| 1/24/2025 9:47:06 PM |
Chg.-0.020 |
Bid9:56:46 PM |
Ask9:56:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-2.50% |
0.790
Bid Size: 3,798 |
0.810
Ask Size: 3,704 |
GEA GROUP AG |
42.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RN8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
0.76 |
| Time value: |
0.05 |
| Break-even: |
50.10 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
5.54 |
| Rho: |
0.06 |
Quote data
| Open: |
0.810 |
| High: |
0.830 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.85% |
| 1 Month |
|
|
+14.71% |
| 3 Months |
|
|
+36.84% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.700 |
| 1M High / 1M Low: |
0.810 |
0.650 |
| 6M High / 6M Low: |
0.810 |
0.170 |
| High (YTD): |
1/22/2025 |
0.810 |
| Low (YTD): |
1/15/2025 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.491 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.87% |
| Volatility 6M: |
|
114.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |