BNP Paribas Call 385 LIN 20.12.2024
/ DE000PC2Z1V1
BNP Paribas Call 385 LIN 20.12.20.../ DE000PC2Z1V1 /
| 09/08/2024 21:20:23 |
Chg.+0.030 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.630EUR |
+0.45% |
6.630
Bid Size: 11,000 |
6.650
Ask Size: 11,000 |
Linde PLC |
385.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2Z1V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Linde PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
385.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.17 |
| Intrinsic value: |
5.68 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.14 |
| Parity: |
5.68 |
| Time value: |
0.97 |
| Break-even: |
419.20 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.86 |
| Theta: |
-0.08 |
| Omega: |
5.29 |
| Rho: |
1.03 |
Quote data
| Open: |
6.650 |
| High: |
6.740 |
| Low: |
6.500 |
| Previous Close: |
6.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.66% |
| 1 Month |
|
|
+12.95% |
| 3 Months |
|
|
+7.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.900 |
6.500 |
| 1M High / 1M Low: |
7.390 |
5.850 |
| 6M High / 6M Low: |
10.130 |
5.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.040 |
| Avg. volume 6M: |
|
38.976 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.37% |
| Volatility 6M: |
|
76.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
