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

EUWAX
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:   -