BNP Paribas Call 34 FRE 20.06.2025
/ DE000PC1FPZ0
BNP Paribas Call 34 FRE 20.06.202.../ DE000PC1FPZ0 /
| 15/08/2024 21:50:12 |
Chg.0.000 |
Bid15/08/2024 |
Ask15/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
0.00% |
0.240
Bid Size: 20,000 |
0.260
Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... |
34.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
PC1FPZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.23 |
| Time value: |
0.26 |
| Break-even: |
36.60 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
5.91 |
| Rho: |
0.11 |
Quote data
| Open: |
0.240 |
| High: |
0.250 |
| Low: |
0.240 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+84.62% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+4.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.320 |
0.130 |
| 6M High / 6M Low: |
0.320 |
0.075 |
| High (YTD): |
31/07/2024 |
0.320 |
| Low (YTD): |
04/04/2024 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.157 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.66% |
| Volatility 6M: |
|
153.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
