BNP Paribas Call 480 LIN 19.12.20.../  DE000PC791T4  /

Frankfurt Zert./BNP
10/7/2024  9:20:24 PM Chg.-0.070 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
2.340EUR -2.90% 2.360
Bid Size: 37,000
2.380
Ask Size: 37,000
LINDE PLC EO ... 480.00 - 12/19/2025 Call
 

Master data

WKN: PC791T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 12/19/2025
Issue date: 4/12/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 17.14
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.14
Parity: -5.32
Time value: 2.49
Break-even: 504.90
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.81%
Delta: 0.41
Theta: -0.06
Omega: 6.99
Rho: 1.79
 

Quote data

Open: 2.440
High: 2.460
Low: 2.340
Previous Close: 2.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+3.08%
3 Months  
+16.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.620 2.410
1M High / 1M Low: 2.670 2.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.536
Avg. volume 1W:   0.000
Avg. price 1M:   2.518
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -