BNP Paribas Call 425 LIN 20.12.2024
/ DE000PC2Z1R9
BNP Paribas Call 425 LIN 20.12.20.../ DE000PC2Z1R9 /
| 16/08/2024 08:48:56 |
Chg.+0.32 |
Bid18:23:56 |
Ask18:23:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
+8.49% |
3.99
Bid Size: 24,000 |
4.01
Ask Size: 24,000 |
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: |
10.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
2.84 |
| Time value: |
1.22 |
| Break-even: |
427.93 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.50% |
| Delta: |
0.77 |
| Theta: |
-0.09 |
| Omega: |
7.86 |
| Rho: |
0.96 |
Quote data
| Open: |
4.09 |
| High: |
4.09 |
| Low: |
4.09 |
| Previous Close: |
3.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.92% |
| 1 Month |
|
|
+30.25% |
| 3 Months |
|
|
+27.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.79 |
3.63 |
| 1M High / 1M Low: |
4.26 |
3.14 |
| 6M High / 6M Low: |
7.42 |
2.63 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.85% |
| Volatility 6M: |
|
111.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
