BNP Paribas Call 385 LIN 20.12.2024
/ DE000PC2Z1V1
BNP Paribas Call 385 LIN 20.12.20.../ DE000PC2Z1V1 /
| 2024-07-12 8:44:10 AM |
Chg.-0.03 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.81EUR |
-0.51% |
-
Bid Size: - |
-
Ask Size: - |
Linde PLC |
385.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2Z1V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Linde PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
385.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.26 |
| Intrinsic value: |
4.59 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
4.59 |
| Time value: |
1.28 |
| Break-even: |
412.76 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
5.57 |
| Rho: |
1.18 |
Quote data
| Open: |
5.81 |
| High: |
5.81 |
| Low: |
5.81 |
| Previous Close: |
5.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.75% |
| 1 Month |
|
|
-3.65% |
| 3 Months |
|
|
-28.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.94 |
5.59 |
| 1M High / 1M Low: |
6.85 |
5.49 |
| 6M High / 6M Low: |
10.41 |
4.53 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.63% |
| Volatility 6M: |
|
79.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
