BNP Paribas Call 76 BNR 21.03.2025
/ DE000PC9RLD4
BNP Paribas Call 76 BNR 21.03.202.../ DE000PC9RLD4 /
2024-09-26 7:20:29 PM |
Chg.+0.021 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.070EUR |
+42.86% |
0.070 Bid Size: 20,000 |
0.086 Ask Size: 20,000 |
BRENNTAG SE NA O.N. |
76.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
PC9RLD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
76.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-14 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
94.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
-1.46 |
Time value: |
0.07 |
Break-even: |
76.65 |
Moneyness: |
0.81 |
Premium: |
0.25 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.02 |
Spread %: |
32.65% |
Delta: |
0.14 |
Theta: |
-0.01 |
Omega: |
12.76 |
Rho: |
0.04 |
Quote data
Open: |
0.051 |
High: |
0.079 |
Low: |
0.051 |
Previous Close: |
0.049 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-41.67% |
1 Month |
|
|
-56.25% |
3 Months |
|
|
-61.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.049 |
1M High / 1M Low: |
0.210 |
0.049 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |