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

EUWAX
15/11/2024  08:39:05 Chg.-0.02 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
1.20EUR -1.64% -
Bid Size: -
-
Ask Size: -
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: 3.20
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.15
Implied volatility: 0.70
Historic volatility: 0.68
Parity: 0.15
Time value: 1.02
Break-even: 47.70
Moneyness: 1.04
Premium: 0.27
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 2.63%
Delta: 0.68
Theta: -0.01
Omega: 2.18
Rho: 0.15
 

Quote data

Open: 1.20
High: 1.20
Low: 1.20
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+1.69%
3 Months  
+179.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.22 1.15
1M High / 1M Low: 1.49 1.05
6M High / 6M Low: 1.49 0.30
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   0.77
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.40%
Volatility 6M:   116.36%
Volatility 1Y:   -
Volatility 3Y:   -