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: |
|
- |