BNP Paribas Call 22 FRE 18.12.2026
/ DE000PC3ZYN2
BNP Paribas Call 22 FRE 18.12.202.../ DE000PC3ZYN2 /
| 02/08/2024 09:28:40 |
Chg.-0.16 |
Bid12:50:37 |
Ask12:50:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-12.60% |
1.13
Bid Size: 91,000 |
1.19
Ask Size: 91,000 |
FRESENIUS SE+CO.KGAA... |
22.00 - |
18/12/2026 |
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: |
18/12/2026 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.98 |
| Time value: |
0.25 |
| Break-even: |
34.20 |
| Moneyness: |
1.44 |
| Premium: |
0.08 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
6.09% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
2.37 |
| Rho: |
0.40 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.31% |
| 1 Month |
|
|
+29.07% |
| 3 Months |
|
|
+19.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.15 |
| 1M High / 1M Low: |
1.27 |
0.86 |
| 6M High / 6M Low: |
1.27 |
0.64 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
43.48 |
| Avg. price 6M: |
|
0.87 |
| Avg. volume 6M: |
|
86.61 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.28% |
| Volatility 6M: |
|
58.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
