BNP Paribas Call 88 BNR 21.03.2025
/ DE000PC9RK64
BNP Paribas Call 88 BNR 21.03.202.../ DE000PC9RK64 /
| 2024-06-05 3:04:51 PM |
Chg.+0.013 |
Bid3:51:14 PM |
Ask3:51:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+19.12% |
0.077
Bid Size: 100,000 |
0.087
Ask Size: 100,000 |
BRENNTAG SE NA O.N. |
88.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9RK6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
74.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-2.35 |
| Time value: |
0.09 |
| Break-even: |
88.86 |
| Moneyness: |
0.73 |
| Premium: |
0.38 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
22.86% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
9.69 |
| Rho: |
0.06 |
Quote data
| Open: |
0.070 |
| High: |
0.081 |
| Low: |
0.070 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.46% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.068 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| 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: |
|
- |
