BNP Paribas Call 45 8GM 21.03.202.../  DE000PC9XD57  /

Frankfurt Zert./BNP
1/23/2025  9:55:24 PM Chg.+0.130 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
0.950EUR +15.85% 0.950
Bid Size: 24,000
0.960
Ask Size: 24,000
GENERAL MOTORS D... 45.00 - 3/21/2025 Call
 

Master data

WKN: PC9XD5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 3/21/2025
Issue date: 5/15/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.03
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.57
Implied volatility: 0.65
Historic volatility: 0.30
Parity: 0.57
Time value: 0.27
Break-even: 53.40
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.73
Theta: -0.04
Omega: 4.39
Rho: 0.04
 

Quote data

Open: 0.820
High: 0.960
Low: 0.820
Previous Close: 0.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.38%
1 Month  
+10.47%
3 Months  
+3.26%
YTD
  -3.06%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.930 0.690
1M High / 1M Low: 1.010 0.630
6M High / 6M Low: 1.590 0.250
High (YTD): 1/21/2025 0.930
Low (YTD): 1/13/2025 0.630
52W High: - -
52W Low: - -
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.797
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.47%
Volatility 6M:   175.19%
Volatility 1Y:   -
Volatility 3Y:   -