BNP Paribas Call 52 RNL 21.03.202.../  DE000PC70L35  /

Frankfurt Zert./BNP
1/9/2025  9:47:05 PM Chg.-0.036 Bid8:00:56 AM Ask8:00:56 AM Underlying Strike price Expiration date Option type
0.084EUR -30.00% 0.082
Bid Size: 10,000
0.110
Ask Size: 10,000
RENAULT INH. EO... 52.00 EUR 3/21/2025 Call
 

Master data

WKN: PC70L3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.43
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -0.49
Time value: 0.15
Break-even: 53.50
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.91
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.32
Theta: -0.02
Omega: 10.04
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.084
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.64%
1 Month  
+29.23%
3 Months  
+95.35%
YTD
  -40.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.084
1M High / 1M Low: 0.140 0.061
6M High / 6M Low: 0.490 0.019
High (YTD): 1/7/2025 0.130
Low (YTD): 1/9/2025 0.084
52W High: - -
52W Low: - -
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   83.333
Avg. price 6M:   0.108
Avg. volume 6M:   11.811
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   403.80%
Volatility 6M:   332.51%
Volatility 1Y:   -
Volatility 3Y:   -