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

EUWAX
1/24/2025  8:41:21 AM Chg.-0.030 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
0.150EUR -16.67% -
Bid Size: -
-
Ask Size: -
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: 28.58
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.28
Parity: -0.34
Time value: 0.17
Break-even: 53.70
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.92
Spread abs.: 0.03
Spread %: 21.43%
Delta: 0.37
Theta: -0.03
Omega: 10.45
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+15.38%
3 Months  
+82.93%
YTD  
+15.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.190 0.078
6M High / 6M Low: 0.290 0.020
High (YTD): 1/16/2025 0.190
Low (YTD): 1/13/2025 0.078
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.084
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   396.77%
Volatility 6M:   367.83%
Volatility 1Y:   -
Volatility 3Y:   -