BNP Paribas Call 36 DHER 19.12.2025
/ DE000PC7Y9Y4
BNP Paribas Call 36 DHER 19.12.20.../ DE000PC7Y9Y4 /
11/09/2024 08:40:41 |
Chg.-0.070 |
Bid08:50:25 |
Ask08:50:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-10.45% |
- 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: |
4.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.70 |
Parity: |
-0.80 |
Time value: |
0.70 |
Break-even: |
43.00 |
Moneyness: |
0.78 |
Premium: |
0.54 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.02 |
Spread %: |
2.94% |
Delta: |
0.56 |
Theta: |
-0.01 |
Omega: |
2.25 |
Rho: |
0.11 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.76% |
1 Month |
|
|
+39.53% |
3 Months |
|
|
-21.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.670 |
1M High / 1M Low: |
0.750 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.686 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.549 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |