BNP Paribas Call 450 LIN 20.06.20.../  DE000PC7AE55  /

EUWAX
26/07/2024  08:15:26 Chg.-0.02 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
2.42EUR -0.82% -
Bid Size: -
-
Ask Size: -
LINDE PLC EO ... 450.00 - 20/06/2025 Call
 

Master data

WKN: PC7AE5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 20/06/2025
Issue date: 26/03/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 15.81
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.14
Parity: -3.42
Time value: 2.63
Break-even: 476.30
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.77%
Delta: 0.45
Theta: -0.07
Omega: 7.15
Rho: 1.45
 

Quote data

Open: 2.42
High: 2.42
Low: 2.42
Previous Close: 2.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.63%
1 Month
  -0.82%
3 Months
  -9.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.49 2.42
1M High / 1M Low: 2.58 2.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.45
Avg. volume 1W:   0.00
Avg. price 1M:   2.33
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -