BNP Paribas Call 26 FRE 20.06.2025
/ DE000PC1FPY3
BNP Paribas Call 26 FRE 20.06.202.../ DE000PC1FPY3 /
| 8/15/2024 9:50:12 PM |
Chg.0.000 |
Bid8/15/2024 |
Ask8/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
0.720
Bid Size: 18,400 |
0.750
Ask Size: 18,400 |
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: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.57 |
| Time value: |
0.18 |
| Break-even: |
33.50 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
4.17% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.47 |
| Rho: |
0.16 |
Quote data
| Open: |
0.720 |
| High: |
0.730 |
| Low: |
0.720 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
+44.00% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
+24.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.650 |
| 1M High / 1M Low: |
0.840 |
0.500 |
| 6M High / 6M Low: |
0.840 |
0.300 |
| High (YTD): |
7/31/2024 |
0.840 |
| Low (YTD): |
4/3/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.91% |
| Volatility 6M: |
|
90.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
