BNP Paribas Call 420 LIN 20.06.20.../  DE000PC791P2  /

EUWAX
2024-11-12  9:20:39 AM Chg.-0.12 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
3.37EUR -3.44% -
Bid Size: -
-
Ask Size: -
LINDE PLC EO ... 420.00 - 2025-06-20 Call
 

Master data

WKN: PC791P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2025-06-20
Issue date: 2024-04-12
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 12.63
Leverage: Yes

Calculated values

Fair value: 2.74
Intrinsic value: 0.81
Implied volatility: 0.19
Historic volatility: 0.14
Parity: 0.81
Time value: 2.58
Break-even: 453.90
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.59%
Delta: 0.63
Theta: -0.08
Omega: 7.92
Rho: 1.41
 

Quote data

Open: 3.37
High: 3.37
Low: 3.37
Previous Close: 3.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.51%
1 Month
  -8.17%
3 Months  
+8.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.55 3.32
1M High / 1M Low: 3.91 3.19
6M High / 6M Low: 3.91 2.70
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.44
Avg. volume 1W:   0.00
Avg. price 1M:   3.64
Avg. volume 1M:   0.00
Avg. price 6M:   3.25
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.05%
Volatility 6M:   46.25%
Volatility 1Y:   -
Volatility 3Y:   -