BNP Paribas Call 32 AHEXF 20.12.2.../  DE000PC39B29  /

Frankfurt Zert./BNP
10/4/2024  4:21:19 PM Chg.+0.004 Bid5:19:37 PM Ask5:19:37 PM Underlying Strike price Expiration date Option type
0.030EUR +15.38% -
Bid Size: -
-
Ask Size: -
Adecco Group AG 32.00 - 12/20/2024 Call
 

Master data

WKN: PC39B2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Adecco Group AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 12/20/2024
Issue date: 1/31/2024
Last trading day: 10/7/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 77.42
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.30
Parity: -0.26
Time value: 0.04
Break-even: 32.38
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 35.71%
Delta: 0.23
Theta: -0.01
Omega: 18.04
Rho: 0.01
 

Quote data

Open: 0.027
High: 0.034
Low: 0.026
Previous Close: 0.026
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month  
+15.38%
3 Months
  -72.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.026
1M High / 1M Low: 0.069 0.017
6M High / 6M Low: 0.610 0.017
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   727.81%
Volatility 6M:   334.13%
Volatility 1Y:   -
Volatility 3Y:   -