BNP Paribas Call 30 ADEN 20.06.20.../  DE000PC39B37  /

Frankfurt Zert./BNP
16/08/2024  16:21:24 Chg.0.000 Bid17:15:31 Ask17:15:31 Underlying Strike price Expiration date Option type
0.200EUR 0.00% -
Bid Size: -
-
Ask Size: -
ADECCO N 30.00 CHF 20/06/2025 Call
 

Master data

WKN: PC39B3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 30.00 CHF
Maturity: 20/06/2025
Issue date: 31/01/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.05
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.29
Parity: -0.18
Time value: 0.21
Break-even: 33.44
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.49
Theta: -0.01
Omega: 6.82
Rho: 0.10
 

Quote data

Open: 0.200
High: 0.210
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -37.50%
3 Months
  -76.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.190
1M High / 1M Low: 0.390 0.190
6M High / 6M Low: 0.880 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.51%
Volatility 6M:   116.18%
Volatility 1Y:   -
Volatility 3Y:   -