BNP Paribas Call 70 BNR 21.03.2025
/ DE000PC9RLH5
BNP Paribas Call 70 BNR 21.03.202.../ DE000PC9RLH5 /
| 2024-09-26 2:05:53 PM |
Chg.+0.010 |
Bid2:37:09 PM |
Ask2:37:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+7.14% |
0.170
Bid Size: 59,100 |
0.180
Ask Size: 59,100 |
BRENNTAG SE NA O.N. |
70.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RLH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.86 |
| Time value: |
0.16 |
| Break-even: |
71.60 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
10.51 |
| Rho: |
0.07 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.43% |
| 1 Month |
|
|
-53.13% |
| 3 Months |
|
|
-57.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.140 |
| 1M High / 1M Low: |
0.420 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
