BNP Paribas Call 420 LIN 19.12.20.../  DE000PC791S6  /

EUWAX
11/8/2024  9:30:55 PM Chg.-0.02 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.47EUR -0.57% -
Bid Size: -
-
Ask Size: -
LINDE PLC EO ... 420.00 - 12/19/2025 Call
 

Master data

WKN: PC791S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 12/19/2025
Issue date: 4/12/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 12.32
Leverage: Yes

Calculated values

Fair value: 3.79
Intrinsic value: 0.87
Implied volatility: 0.12
Historic volatility: 0.14
Parity: 0.87
Time value: 2.61
Break-even: 454.80
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.58%
Delta: 0.69
Theta: -0.05
Omega: 8.47
Rho: 2.89
 

Quote data

Open: 3.53
High: 3.53
Low: 3.46
Previous Close: 3.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.77%
1 Month
  -2.25%
3 Months  
+8.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.49 3.33
1M High / 1M Low: 3.80 3.25
6M High / 6M Low: 3.80 2.81
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.40
Avg. volume 1W:   0.00
Avg. price 1M:   3.60
Avg. volume 1M:   0.00
Avg. price 6M:   3.27
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   36.98%
Volatility 6M:   35.91%
Volatility 1Y:   -
Volatility 3Y:   -