BNP Paribas Call 22 FRE 18.12.2026
/ DE000PC3ZYN2
BNP Paribas Call 22 FRE 18.12.202.../ DE000PC3ZYN2 /
9/11/2024 9:32:54 AM |
Chg.+0.04 |
Bid6:04:38 PM |
Ask6:04:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.33EUR |
+3.10% |
1.32 Bid Size: 16,400 |
1.39 Ask Size: 16,400 |
FRESENIUS SE+CO.KGAA... |
22.00 - |
12/18/2026 |
Call |
Master data
WKN: |
PC3ZYN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 - |
Maturity: |
12/18/2026 |
Issue date: |
1/26/2024 |
Last trading day: |
12/17/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.39 |
Intrinsic value: |
1.19 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
1.19 |
Time value: |
0.20 |
Break-even: |
35.90 |
Moneyness: |
1.54 |
Premium: |
0.06 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.07 |
Spread %: |
5.30% |
Delta: |
0.94 |
Theta: |
0.00 |
Omega: |
2.30 |
Rho: |
0.41 |
Quote data
Open: |
1.33 |
High: |
1.33 |
Low: |
1.33 |
Previous Close: |
1.29 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.40% |
1 Month |
|
|
+23.15% |
3 Months |
|
|
+25.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.31 |
1.25 |
1M High / 1M Low: |
1.31 |
1.09 |
6M High / 6M Low: |
1.31 |
0.64 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.96 |
Avg. volume 6M: |
|
85.27 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
30.60% |
Volatility 6M: |
|
53.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |