BNP Paribas Call 465 LIN 20.12.2024
/ DE000PC2Z1M0
BNP Paribas Call 465 LIN 20.12.20.../ DE000PC2Z1M0 /
| 18/09/2024 08:46:47 |
Chg.-0.14 |
Bid18:37:02 |
Ask18:37:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-5.81% |
2.01
Bid Size: 28,000 |
2.03
Ask Size: 28,000 |
Linde PLC |
465.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2Z1M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Linde PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
465.00 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: |
18.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
0.60 |
| Time value: |
1.66 |
| Break-even: |
440.69 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.61 |
| Theta: |
-0.11 |
| Omega: |
11.40 |
| Rho: |
0.60 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.70% |
| 1 Month |
|
|
+36.75% |
| 3 Months |
|
|
+34.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
1.85 |
| 1M High / 1M Low: |
2.65 |
1.62 |
| 6M High / 6M Low: |
4.14 |
1.05 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.66% |
| Volatility 6M: |
|
152.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
