BNP Paribas Call 45 EBO 21.03.2025
/ DE000PC9RH36
BNP Paribas Call 45 EBO 21.03.202.../ DE000PC9RH36 /
| 1/9/2025 4:47:05 PM |
Chg.+0.130 |
Bid5:29:37 PM |
Ask5:29:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
+9.49% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
45.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RH3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.21 |
| Parity: |
1.38 |
| Time value: |
0.06 |
| Break-even: |
59.40 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
2.86% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.84 |
| Rho: |
0.08 |
Quote data
| Open: |
1.400 |
| High: |
1.500 |
| Low: |
1.400 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.29% |
| 1 Month |
|
|
+41.51% |
| 3 Months |
|
|
+138.10% |
| YTD |
|
|
+1.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.350 |
| 1M High / 1M Low: |
1.480 |
1.060 |
| 6M High / 6M Low: |
1.480 |
0.380 |
| High (YTD): |
1/6/2025 |
1.390 |
| Low (YTD): |
1/7/2025 |
1.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.767 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.41% |
| Volatility 6M: |
|
106.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |