BNP Paribas Call 52 EBO 21.03.202.../  DE000PC9RH02  /

Frankfurt Zert./BNP
1/9/2025  4:47:05 PM Chg.+0.110 Bid5:12:02 PM Ask5:12:02 PM Underlying Strike price Expiration date Option type
0.870EUR +14.47% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 52.00 EUR 3/21/2025 Call
 

Master data

WKN: PC9RH0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.18
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.68
Implied volatility: 0.37
Historic volatility: 0.21
Parity: 0.68
Time value: 0.14
Break-even: 60.20
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 5.13%
Delta: 0.81
Theta: -0.02
Omega: 5.81
Rho: 0.08
 

Quote data

Open: 0.780
High: 0.870
Low: 0.780
Previous Close: 0.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month  
+64.15%
3 Months  
+262.50%
YTD  
+1.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.770 0.730
1M High / 1M Low: 0.860 0.530
6M High / 6M Low: 0.860 0.130
High (YTD): 1/6/2025 0.770
Low (YTD): 1/7/2025 0.730
52W High: - -
52W Low: - -
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   0.761
Avg. volume 1M:   0.000
Avg. price 6M:   0.347
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.84%
Volatility 6M:   166.54%
Volatility 1Y:   -
Volatility 3Y:   -