BNP Paribas Call 465 LIN 20.12.20.../  DE000PC2Z1M0  /

EUWAX
2024-06-28  8:44:33 AM Chg.+0.14 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.59EUR +9.66% -
Bid Size: -
-
Ask Size: -
Linde PLC 465.00 USD 2024-12-20 Call
 

Master data

WKN: PC2Z1M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Linde PLC
Type: Warrant
Option type: Call
Strike price: 465.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.77
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -2.44
Time value: 1.53
Break-even: 449.31
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 1.32%
Delta: 0.41
Theta: -0.08
Omega: 10.97
Rho: 0.73
 

Quote data

Open: 1.59
High: 1.59
Low: 1.59
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.52%
1 Month  
+51.43%
3 Months
  -55.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.87 1.45
1M High / 1M Low: 1.87 1.05
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.65
Avg. volume 1W:   0.00
Avg. price 1M:   1.48
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -