BNP Paribas Call 30 ADEN 19.12.20.../  DE000PC39B45  /

EUWAX
2024-12-20  9:44:50 AM Chg.-0.005 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.028EUR -15.15% -
Bid Size: -
-
Ask Size: -
ADECCO N 30.00 CHF 2025-12-19 Call
 

Master data

WKN: PC39B4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 30.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.95
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.29
Parity: -0.87
Time value: 0.04
Break-even: 32.63
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 31.25%
Delta: 0.15
Theta: 0.00
Omega: 8.56
Rho: 0.03
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.033
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.00%
1 Month
  -47.17%
3 Months
  -89.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.028
1M High / 1M Low: 0.074 0.028
6M High / 6M Low: 0.510 0.028
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.52%
Volatility 6M:   186.66%
Volatility 1Y:   -
Volatility 3Y:   -