BNP Paribas Call 26 FRE 20.06.2025
/ DE000PC1FPY3
BNP Paribas Call 26 FRE 20.06.202.../ DE000PC1FPY3 /
| 7/16/2024 9:50:17 PM |
Chg.+0.070 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+14.00% |
0.570
Bid Size: 20,000 |
0.590
Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... |
26.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
PC1FPY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
12/8/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.28 |
| Time value: |
0.24 |
| Break-even: |
31.20 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.07 |
| Rho: |
0.15 |
Quote data
| Open: |
0.500 |
| High: |
0.570 |
| Low: |
0.500 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
-3.39% |
| 3 Months |
|
|
+35.71% |
| YTD |
|
|
-1.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.500 |
| 1M High / 1M Low: |
0.590 |
0.460 |
| 6M High / 6M Low: |
0.670 |
0.300 |
| High (YTD): |
6/6/2024 |
0.670 |
| Low (YTD): |
4/3/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.66% |
| Volatility 6M: |
|
86.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
