BNP Paribas Call 72 NEM 21.03.2025
/ DE000PC9RS90
BNP Paribas Call 72 NEM 21.03.202.../ DE000PC9RS90 /
| 1/10/2025 6:47:06 PM |
Chg.+0.170 |
Bid7:32:55 PM |
Ask7:32:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
+6.61% |
2.780
Bid Size: 1,080 |
2.810
Ask Size: 1,068 |
NEMETSCHEK SE O.N. |
72.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RS9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.28 |
| Parity: |
2.44 |
| Time value: |
0.18 |
| Break-even: |
98.10 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.16% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
3.32 |
| Rho: |
0.12 |
Quote data
| Open: |
2.570 |
| High: |
2.840 |
| Low: |
2.570 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.61% |
| 1 Month |
|
|
-1.44% |
| 3 Months |
|
|
-0.72% |
| YTD |
|
|
+16.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
2.370 |
| 1M High / 1M Low: |
2.880 |
2.210 |
| 6M High / 6M Low: |
3.500 |
1.890 |
| High (YTD): |
1/9/2025 |
2.570 |
| Low (YTD): |
1/3/2025 |
2.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.48% |
| Volatility 6M: |
|
78.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |