BNP Paribas Call 36 DHER 19.12.2025
/ DE000PC7Y9Y4
BNP Paribas Call 36 DHER 19.12.20.../ DE000PC7Y9Y4 /
05/08/2024 14:20:58 |
Chg.-0.030 |
Bid14:42:08 |
Ask14:42:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-8.33% |
0.330 Bid Size: 75,000 |
0.360 Ask Size: 75,000 |
DELIVERY HERO SE NA ... |
36.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
PC7Y9Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DELIVERY HERO SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.83 |
Historic volatility: |
0.69 |
Parity: |
-1.66 |
Time value: |
0.41 |
Break-even: |
40.10 |
Moneyness: |
0.54 |
Premium: |
1.07 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.05 |
Spread %: |
13.89% |
Delta: |
0.46 |
Theta: |
-0.01 |
Omega: |
2.19 |
Rho: |
0.07 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.330 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-17.50% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.360 |
1M High / 1M Low: |
0.460 |
0.310 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.404 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.383 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |