BNP Paribas Call 425 LIN 20.12.2024
/ DE000PC2Z1R9
BNP Paribas Call 425 LIN 20.12.20.../ DE000PC2Z1R9 /
| 17/07/2024 08:46:19 |
Chg.+0.45 |
Bid16:54:15 |
Ask16:54:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.59EUR |
+14.33% |
3.92
Bid Size: 26,000 |
3.94
Ask Size: 26,000 |
Linde PLC |
425.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2Z1R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Linde PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
425.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
1.90 |
| Time value: |
1.80 |
| Break-even: |
426.83 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.70 |
| Theta: |
-0.09 |
| Omega: |
7.70 |
| Rho: |
1.06 |
Quote data
| Open: |
3.59 |
| High: |
3.59 |
| Low: |
3.59 |
| Previous Close: |
3.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.65% |
| 1 Month |
|
|
+2.87% |
| 3 Months |
|
|
-25.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
2.88 |
| 1M High / 1M Low: |
3.97 |
2.85 |
| 6M High / 6M Low: |
7.42 |
2.44 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.33% |
| Volatility 6M: |
|
112.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
