BNP Paribas Call 26 FRE 20.06.2025
/ DE000PC1FPY3
BNP Paribas Call 26 FRE 20.06.202.../ DE000PC1FPY3 /
| 02/08/2024 10:05:03 |
Chg.-0.090 |
Bid12:50:37 |
Ask12:50:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-11.54% |
0.720
Bid Size: 94,000 |
0.740
Ask Size: 94,000 |
FRESENIUS SE+CO.KGAA... |
26.00 - |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.58 |
| Time value: |
0.19 |
| Break-even: |
33.60 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
4.11% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.44 |
| Rho: |
0.16 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.76% |
| 1 Month |
|
|
+53.33% |
| 3 Months |
|
|
+30.19% |
| YTD |
|
|
+16.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.740 |
| 1M High / 1M Low: |
0.800 |
0.450 |
| 6M High / 6M Low: |
0.800 |
0.300 |
| High (YTD): |
31/07/2024 |
0.800 |
| Low (YTD): |
03/04/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
2,000 |
| Avg. price 1M: |
|
0.607 |
| Avg. volume 1M: |
|
434.783 |
| Avg. price 6M: |
|
0.481 |
| Avg. volume 6M: |
|
275.591 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.59% |
| Volatility 6M: |
|
95.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
