BNP Paribas Call 82 NEM 21.03.2025
/ DE000PC9RS58
BNP Paribas Call 82 NEM 21.03.202.../ DE000PC9RS58 /
| 1/24/2025 9:47:06 PM |
Chg.+0.100 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.220EUR |
+3.21% |
3.220
Bid Size: 932 |
3.250
Ask Size: 924 |
NEMETSCHEK SE O.N. |
82.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.17 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.30 |
| Parity: |
3.14 |
| Time value: |
0.12 |
| Break-even: |
114.60 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.93% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
3.25 |
| Rho: |
0.11 |
Quote data
| Open: |
3.170 |
| High: |
3.240 |
| Low: |
3.160 |
| Previous Close: |
3.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.92% |
| 1 Month |
|
|
+103.80% |
| 3 Months |
|
|
+43.11% |
| YTD |
|
|
+114.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.220 |
2.720 |
| 1M High / 1M Low: |
3.220 |
1.450 |
| 6M High / 6M Low: |
3.220 |
1.250 |
| High (YTD): |
1/24/2025 |
3.220 |
| Low (YTD): |
1/14/2025 |
1.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.804 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.99% |
| Volatility 6M: |
|
129.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |