BNP Paribas Call 24 FRE 19.12.2025
/ DE000PC3ZYL6
BNP Paribas Call 24 FRE 19.12.202.../ DE000PC3ZYL6 /
| 9/9/2024 9:32:05 AM |
Chg.- |
Bid9:11:44 AM |
Ask9:11:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
1.07
Bid Size: 82,000 |
1.09
Ask Size: 82,000 |
FRESENIUS SE+CO.KGAA... |
24.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
PC3ZYL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.92 |
| Time value: |
0.14 |
| Break-even: |
34.60 |
| Moneyness: |
1.38 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.91 |
| Rho: |
0.26 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.59% |
| 3 Months |
|
|
+27.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
1.06 |
| 1M High / 1M Low: |
1.10 |
0.88 |
| 6M High / 6M Low: |
1.10 |
0.45 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.84% |
| Volatility 6M: |
|
67.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
