BNP Paribas Call 28 FRE 18.12.2026
/ DE000PC3ZYS1
BNP Paribas Call 28 FRE 18.12.202.../ DE000PC3ZYS1 /
9/17/2024 9:50:12 PM |
Chg.+0.020 |
Bid9/17/2024 |
Ask9/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+2.15% |
0.950 Bid Size: 18,600 |
0.990 Ask Size: 18,600 |
FRESENIUS SE+CO.KGAA... |
28.00 - |
12/18/2026 |
Call |
Master data
WKN: |
PC3ZYS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
28.00 - |
Maturity: |
12/18/2026 |
Issue date: |
1/26/2024 |
Last trading day: |
12/17/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
0.60 |
Time value: |
0.37 |
Break-even: |
37.70 |
Moneyness: |
1.22 |
Premium: |
0.11 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
4.30% |
Delta: |
0.82 |
Theta: |
0.00 |
Omega: |
2.86 |
Rho: |
0.41 |
Quote data
Open: |
0.930 |
High: |
0.960 |
Low: |
0.920 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.40% |
1 Month |
|
|
+23.38% |
3 Months |
|
|
+46.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.910 |
1M High / 1M Low: |
0.980 |
0.770 |
6M High / 6M Low: |
0.980 |
0.370 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.866 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.638 |
Avg. volume 6M: |
|
204.633 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.10% |
Volatility 6M: |
|
67.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |