BNP Paribas Call 42 FRA 20.09.202.../  DE000PC7ZMH0  /

Frankfurt Zert./BNP
2024-07-29  5:20:55 PM Chg.0.000 Bid5:46:18 PM Ask5:46:18 PM Underlying Strike price Expiration date Option type
0.590EUR 0.00% 0.580
Bid Size: 5,173
0.600
Ask Size: 5,000
FRAPORT AG FFM.AIRPO... 42.00 EUR 2024-09-20 Call
 

Master data

WKN: PC7ZMH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 2024-09-20
Issue date: 2024-04-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.69
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.49
Implied volatility: 0.42
Historic volatility: 0.28
Parity: 0.49
Time value: 0.12
Break-even: 48.10
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 3.39%
Delta: 0.79
Theta: -0.02
Omega: 6.06
Rho: 0.04
 

Quote data

Open: 0.600
High: 0.610
Low: 0.570
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.28%
1 Month
  -22.37%
3 Months
  -28.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.550
1M High / 1M Low: 0.810 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.651
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -