BNP Paribas Call 32 DHER 19.12.20.../  DE000PC697U1  /

Frankfurt Zert./BNP
10/07/2024  21:20:19 Chg.+0.260 Bid10/07/2024 Ask10/07/2024 Underlying Strike price Expiration date Option type
1.370EUR +23.42% 1.370
Bid Size: 15,000
1.440
Ask Size: 15,000
DELIVERY HERO SE NA ... 32.00 - 19/12/2025 Call
 

Master data

WKN: PC697U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 19/12/2025
Issue date: 26/03/2024
Last trading day: 18/12/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 16.29
Leverage: Yes

Calculated values

Fair value: 3.44
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.68
Parity: -12.78
Time value: 1.18
Break-even: 33.18
Moneyness: 0.60
Premium: 0.73
Premium p.a.: 0.46
Spread abs.: 0.07
Spread %: 6.31%
Delta: 0.26
Theta: 0.00
Omega: 4.17
Rho: 0.05
 

Quote data

Open: 1.150
High: 1.390
Low: 1.150
Previous Close: 1.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.80%
1 Month
  -39.11%
3 Months
  -47.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.110
1M High / 1M Low: 2.310 1.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.296
Avg. volume 1W:   0.000
Avg. price 1M:   1.792
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -