BNP Paribas Call 385 LIN 20.12.2024
/ DE000PC2Z1V1
BNP Paribas Call 385 LIN 20.12.20.../ DE000PC2Z1V1 /
| 16/10/2024 08:47:15 |
Chg.+0.27 |
Bid12:38:01 |
Ask12:38:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.12EUR |
+3.05% |
9.14
Bid Size: 9,000 |
9.18
Ask Size: 9,000 |
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: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.00 |
| Intrinsic value: |
8.79 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.14 |
| Parity: |
8.79 |
| Time value: |
0.35 |
| Break-even: |
445.16 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
0.44% |
| Delta: |
0.95 |
| Theta: |
-0.08 |
| Omega: |
4.59 |
| Rho: |
0.58 |
Quote data
| Open: |
9.12 |
| High: |
9.12 |
| Low: |
9.12 |
| Previous Close: |
8.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.01% |
| 1 Month |
|
|
+12.04% |
| 3 Months |
|
|
+52.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.85 |
7.93 |
| 1M High / 1M Low: |
9.08 |
7.56 |
| 6M High / 6M Low: |
9.08 |
5.14 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.92% |
| Volatility 6M: |
|
73.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
