BNP Paribas Call 75 NEM 21.03.2025
/ DE000PC9RS82
BNP Paribas Call 75 NEM 21.03.202.../ DE000PC9RS82 /
| 1/10/2025 4:07:19 PM |
Chg.+0.12 |
Bid4:50:53 PM |
Ask4:50:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
+5.24% |
2.47
Bid Size: 5,000 |
2.49
Ask Size: 5,000 |
NEMETSCHEK SE O.N. |
75.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RS8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.28 |
| Parity: |
2.14 |
| Time value: |
0.21 |
| Break-even: |
98.40 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.30% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
3.61 |
| Rho: |
0.12 |
Quote data
| Open: |
2.29 |
| High: |
2.55 |
| Low: |
2.29 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.87% |
| 1 Month |
|
|
-3.98% |
| 3 Months |
|
|
-3.98% |
| YTD |
|
|
+13.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.08 |
| 1M High / 1M Low: |
2.58 |
1.95 |
| 6M High / 6M Low: |
3.18 |
1.70 |
| High (YTD): |
1/9/2025 |
2.29 |
| Low (YTD): |
1/3/2025 |
2.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.52% |
| Volatility 6M: |
|
85.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |