BNP Paribas Call 22 FRE 20.06.2025
/ DE000PC3ZYJ0
BNP Paribas Call 22 FRE 20.06.202.../ DE000PC3ZYJ0 /
| 09/09/2024 12:50:21 |
Chg.+0.050 |
Bid13:02:18 |
Ask13:02:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+4.24% |
1.230
Bid Size: 76,000 |
1.250
Ask Size: 76,000 |
FRESENIUS SE+CO.KGAA... |
22.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
PC3ZYJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
1.12 |
| Time value: |
0.09 |
| Break-even: |
34.10 |
| Moneyness: |
1.51 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
2.54% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.59 |
| Rho: |
0.15 |
Quote data
| Open: |
1.200 |
| High: |
1.230 |
| Low: |
1.200 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.65% |
| 1 Month |
|
|
+23.00% |
| 3 Months |
|
|
+26.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.180 |
| 1M High / 1M Low: |
1.250 |
0.980 |
| 6M High / 6M Low: |
1.250 |
0.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.846 |
| Avg. volume 6M: |
|
35.433 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.40% |
| Volatility 6M: |
|
61.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
