BNP Paribas Call 40 RNL 19.12.202.../  DE000PC4AJD5  /

Frankfurt Zert./BNP
9/20/2024  9:20:19 PM Chg.-0.050 Bid9:58:47 PM Ask9:58:47 PM Underlying Strike price Expiration date Option type
0.450EUR -10.00% 0.450
Bid Size: 6,667
0.480
Ask Size: 6,250
RENAULT INH. EO... 40.00 EUR 12/19/2025 Call
 

Master data

WKN: PC4AJD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.01
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.29
Parity: -0.15
Time value: 0.48
Break-even: 44.80
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 6.67%
Delta: 0.57
Theta: -0.01
Omega: 4.53
Rho: 0.21
 

Quote data

Open: 0.480
High: 0.480
Low: 0.440
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month
  -41.56%
3 Months
  -66.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.450
1M High / 1M Low: 0.790 0.450
6M High / 6M Low: 1.750 0.450
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   1.101
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.94%
Volatility 6M:   87.78%
Volatility 1Y:   -
Volatility 3Y:   -