BNP Paribas Call 88 NEM 21.03.2025
/ DE000PC9RS33
BNP Paribas Call 88 NEM 21.03.202.../ DE000PC9RS33 /
| 1/24/2025 9:47:05 PM |
Chg.+0.090 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
+3.52% |
2.650
Bid Size: 1,133 |
2.680
Ask Size: 1,120 |
NEMETSCHEK SE O.N. |
88.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RS3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.30 |
| Parity: |
2.54 |
| Time value: |
0.15 |
| Break-even: |
114.90 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.13% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
3.82 |
| Rho: |
0.11 |
Quote data
| Open: |
2.600 |
| High: |
2.670 |
| Low: |
2.590 |
| Previous Close: |
2.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.76% |
| 1 Month |
|
|
+134.51% |
| 3 Months |
|
|
+50.57% |
| YTD |
|
|
+152.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.170 |
| 1M High / 1M Low: |
2.650 |
1.000 |
| 6M High / 6M Low: |
2.650 |
0.900 |
| High (YTD): |
1/24/2025 |
2.650 |
| Low (YTD): |
1/14/2025 |
1.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.55% |
| Volatility 6M: |
|
158.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |