BNP Paribas Call 26 FRE 18.12.2026
/ DE000PC3ZYR3
BNP Paribas Call 26 FRE 18.12.202.../ DE000PC3ZYR3 /
| 15/11/2024 21:50:14 |
Chg.+0.030 |
Bid15/11/2024 |
Ask15/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+3.33% |
0.930
Bid Size: 18,400 |
1.000
Ask Size: 18,400 |
FRESENIUS SE+CO.KGAA... |
26.00 - |
18/12/2026 |
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: |
18/12/2026 |
| Issue date: |
26/01/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.68 |
| Time value: |
0.26 |
| Break-even: |
35.40 |
| Moneyness: |
1.26 |
| Premium: |
0.08 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
4.44% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
2.97 |
| Rho: |
0.39 |
Quote data
| Open: |
0.890 |
| High: |
0.940 |
| Low: |
0.880 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.10% |
| 1 Month |
|
|
-5.10% |
| 3 Months |
|
|
+4.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.900 |
| 1M High / 1M Low: |
1.040 |
0.900 |
| 6M High / 6M Low: |
1.100 |
0.630 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.868 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.12% |
| Volatility 6M: |
|
59.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
