BNP Paribas Call 425 LIN 20.12.2024
/ DE000PC2Z1R9
BNP Paribas Call 425 LIN 20.12.20.../ DE000PC2Z1R9 /
| 10/16/2024 1:21:04 PM |
Chg.+0.050 |
Bid1:41:11 PM |
Ask1:41:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.610EUR |
+0.90% |
5.590
Bid Size: 9,000 |
5.630
Ask Size: 9,000 |
Linde PLC |
425.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC2Z1R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Linde PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
425.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.36 |
| Intrinsic value: |
5.12 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
5.12 |
| Time value: |
0.50 |
| Break-even: |
446.71 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.72% |
| Delta: |
0.89 |
| Theta: |
-0.10 |
| Omega: |
6.99 |
| Rho: |
0.60 |
Quote data
| Open: |
5.590 |
| High: |
5.690 |
| Low: |
5.590 |
| Previous Close: |
5.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.11% |
| 1 Month |
|
|
+8.51% |
| 3 Months |
|
|
+51.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.560 |
4.610 |
| 1M High / 1M Low: |
5.610 |
4.180 |
| 6M High / 6M Low: |
5.610 |
2.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.026 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.04% |
| Volatility 6M: |
|
103.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
