BNP Paribas Call 48 EBO 21.03.2025
/ DE000PC9RH28
BNP Paribas Call 48 EBO 21.03.202.../ DE000PC9RH28 /
| 1/9/2025 4:47:05 PM |
Chg.+0.120 |
Bid5:05:23 PM |
Ask5:05:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+10.91% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
48.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RH2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
1.08 |
| Time value: |
0.09 |
| Break-even: |
59.70 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
3.54% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.49 |
| Rho: |
0.08 |
Quote data
| Open: |
1.130 |
| High: |
1.220 |
| Low: |
1.130 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.93% |
| 1 Month |
|
|
+50.62% |
| 3 Months |
|
|
+177.27% |
| YTD |
|
|
+1.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
1.070 |
| 1M High / 1M Low: |
1.210 |
0.810 |
| 6M High / 6M Low: |
1.210 |
0.250 |
| High (YTD): |
1/6/2025 |
1.110 |
| Low (YTD): |
1/7/2025 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.44% |
| Volatility 6M: |
|
130.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |