BNP Paribas Call 36 DHER 19.12.20.../  DE000PC7Y9Y4  /

Frankfurt Zert./BNP
10/11/2024  9:20:24 PM Chg.-0.060 Bid9:51:05 PM Ask9:51:05 PM Underlying Strike price Expiration date Option type
1.310EUR -4.38% 1.310
Bid Size: 14,600
1.330
Ask Size: 14,600
DELIVERY HERO SE NA ... 36.00 EUR 12/19/2025 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: 12/19/2025
Issue date: 4/9/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 0.28
Implied volatility: 0.72
Historic volatility: 0.70
Parity: 0.28
Time value: 1.06
Break-even: 49.30
Moneyness: 1.08
Premium: 0.27
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 1.53%
Delta: 0.70
Theta: -0.01
Omega: 2.05
Rho: 0.17
 

Quote data

Open: 1.360
High: 1.360
Low: 1.300
Previous Close: 1.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.55%
1 Month  
+95.52%
3 Months  
+204.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 1.180
1M High / 1M Low: 1.400 0.660
6M High / 6M Low: 1.400 0.310
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.322
Avg. volume 1W:   0.000
Avg. price 1M:   1.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.681
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.55%
Volatility 6M:   158.85%
Volatility 1Y:   -
Volatility 3Y:   -