BNP Paribas Call 26 FRE 18.12.2026
/ DE000PC3ZYR3
BNP Paribas Call 26 FRE 18.12.202.../ DE000PC3ZYR3 /
| 8/15/2024 9:51:15 AM |
Chg.+0.030 |
Bid5:37:19 PM |
Ask5:37:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+3.49% |
0.880
Bid Size: 20,000 |
0.920
Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... |
26.00 - |
12/18/2026 |
Call |
Master data
| WKN: |
PC3ZYR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
12/18/2026 |
| Issue date: |
1/26/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
0.57 |
| Time value: |
0.35 |
| Break-even: |
35.20 |
| Moneyness: |
1.22 |
| Premium: |
0.11 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
4.55% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
2.83 |
| Rho: |
0.40 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.23% |
| 1 Month |
|
|
+25.35% |
| 3 Months |
|
|
+23.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.830 |
| 1M High / 1M Low: |
0.980 |
0.710 |
| 6M High / 6M Low: |
0.980 |
0.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
86.957 |
| Avg. price 6M: |
|
0.667 |
| Avg. volume 6M: |
|
31.496 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.48% |
| Volatility 6M: |
|
69.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
