BNP Paribas Call 85 NEM 21.03.2025
/ DE000PC9RS41
BNP Paribas Call 85 NEM 21.03.202.../ DE000PC9RS41 /
| 1/10/2025 4:07:19 PM |
Chg.+0.10 |
Bid4:07:19 PM |
Ask4:07:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+6.99% |
1.53
Bid Size: 6,000 |
1.55
Ask Size: 6,000 |
NEMETSCHEK SE O.N. |
85.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RS4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
1.14 |
| Time value: |
0.34 |
| Break-even: |
99.70 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.08% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
5.06 |
| Rho: |
0.11 |
Quote data
| Open: |
1.43 |
| High: |
1.66 |
| Low: |
1.43 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
-7.27% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
+17.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.26 |
| 1M High / 1M Low: |
1.71 |
1.16 |
| 6M High / 6M Low: |
2.28 |
1.08 |
| High (YTD): |
1/9/2025 |
1.43 |
| Low (YTD): |
1/3/2025 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.96% |
| Volatility 6M: |
|
112.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |