BNP Paribas Call 26 FRE 18.12.2026
/ DE000PC3ZYR3
BNP Paribas Call 26 FRE 18.12.202.../ DE000PC3ZYR3 /
| 09/09/2024 09:32:05 |
Chg.0.00 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.72 |
| Time value: |
0.31 |
| Break-even: |
36.30 |
| Moneyness: |
1.28 |
| Premium: |
0.09 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
7.29% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
2.76 |
| Rho: |
0.41 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.48% |
| 3 Months |
|
|
+21.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.96 |
| 1M High / 1M Low: |
1.02 |
0.84 |
| 6M High / 6M Low: |
1.02 |
0.45 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.72 |
| Avg. volume 6M: |
|
31.25 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.76% |
| Volatility 6M: |
|
61.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
