BNP Paribas Call 25 FRE 18.12.2026
/ DE000PC3ZYQ5
BNP Paribas Call 25 FRE 18.12.202.../ DE000PC3ZYQ5 /
| 09/07/2024 21:50:14 |
Chg.-0.020 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-2.63% |
0.740
Bid Size: 20,000 |
0.780
Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... |
25.00 - |
18/12/2026 |
Call |
Master data
| WKN: |
PC3ZYQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
18/12/2026 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.41 |
| Time value: |
0.40 |
| Break-even: |
33.00 |
| Moneyness: |
1.16 |
| Premium: |
0.14 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
5.26% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
2.85 |
| Rho: |
0.36 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.730 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
-15.91% |
| 3 Months |
|
|
+39.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.720 |
| 1M High / 1M Low: |
0.880 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
