BNP Paribas Call 480 LIN 20.06.20.../  DE000PC791Q0  /

Frankfurt Zert./BNP
8/9/2024  9:20:23 PM Chg.-0.040 Bid9:58:48 PM Ask9:58:48 PM Underlying Strike price Expiration date Option type
1.800EUR -2.17% 1.810
Bid Size: 36,000
1.830
Ask Size: 36,000
LINDE PLC EO ... 480.00 - 6/20/2025 Call
 

Master data

WKN: PC791Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 6/20/2025
Issue date: 4/12/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 22.38
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.14
Parity: -7.05
Time value: 1.83
Break-even: 498.30
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 1.11%
Delta: 0.33
Theta: -0.07
Omega: 7.40
Rho: 1.01
 

Quote data

Open: 1.850
High: 1.880
Low: 1.780
Previous Close: 1.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month  
+14.65%
3 Months  
+3.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.920 1.790
1M High / 1M Low: 2.030 1.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.828
Avg. volume 1W:   0.000
Avg. price 1M:   1.828
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -