BNP Paribas Call 850 EMSN 21.03.2.../  DE000PC9RJS6  /

Frankfurt Zert./BNP
2024-05-31  4:21:25 PM Chg.0.000 Bid4:39:51 PM Ask4:39:51 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -
-
Ask Size: -
EMS-CHEMIE N 850.00 CHF 2025-03-21 Call
 

Master data

WKN: PC9RJS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 850.00 CHF
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 50.17
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.19
Parity: -1.16
Time value: 0.15
Break-even: 883.30
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.24
Theta: -0.08
Omega: 12.28
Rho: 1.36
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -