BNP Paribas Call 68 BNR 21.03.2025
/ DE000PC9RLJ1
BNP Paribas Call 68 BNR 21.03.202.../ DE000PC9RLJ1 /
| 9/25/2024 6:09:23 PM |
Chg.- |
Bid8:02:14 AM |
Ask8:02:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
- |
0.200
Bid Size: 10,280 |
0.220
Ask Size: 10,280 |
BRENNTAG SE NA O.N. |
68.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RLJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.66 |
| Time value: |
0.21 |
| Break-even: |
70.10 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
10.53% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
9.79 |
| Rho: |
0.09 |
Quote data
| Open: |
0.200 |
| High: |
0.210 |
| Low: |
0.190 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.22% |
| 1 Month |
|
|
-52.50% |
| 3 Months |
|
|
-54.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.190 |
| 1M High / 1M Low: |
0.520 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
