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

EUWAX
2024-07-26  9:45:18 AM Chg.+0.02 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.15EUR +0.94% -
Bid Size: -
-
Ask Size: -
LINDE PLC EO ... 480.00 - 2025-12-19 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: 2025-12-19
Issue date: 2024-04-12
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 17.85
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -6.42
Time value: 2.33
Break-even: 503.30
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.87%
Delta: 0.39
Theta: -0.05
Omega: 6.93
Rho: 1.93
 

Quote data

Open: 2.15
High: 2.15
Low: 2.15
Previous Close: 2.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.46%
1 Month
  -0.46%
3 Months
  -11.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.19 2.13
1M High / 1M Low: 2.24 1.92
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.16
Avg. volume 1W:   0.00
Avg. price 1M:   2.07
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -