BNP Paribas Call 26 FRE 19.12.2025
/ DE000PC3ZYM4
BNP Paribas Call 26 FRE 19.12.202.../ DE000PC3ZYM4 /
| 2024-07-09 9:51:52 AM |
Chg.-0.020 |
Bid2024-07-09 |
Ask2024-07-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-3.39% |
0.570
Bid Size: 100,000 |
0.580
Ask Size: 100,000 |
FRESENIUS SE+CO.KGAA... |
26.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC3ZYM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.31 |
| Time value: |
0.31 |
| Break-even: |
32.10 |
| Moneyness: |
1.12 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
3.56 |
| Rho: |
0.23 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.55% |
| 1 Month |
|
|
-22.97% |
| 3 Months |
|
|
+35.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.530 |
| 1M High / 1M Low: |
0.710 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
