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

EUWAX
2024-11-12  9:20:39 AM Chg.-0.15 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.60EUR -8.57% -
Bid Size: -
-
Ask Size: -
LINDE PLC EO ... 480.00 - 2025-06-20 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: 2025-06-20
Issue date: 2024-04-12
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 26.26
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.14
Parity: -5.19
Time value: 1.63
Break-even: 496.30
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 1.24%
Delta: 0.34
Theta: -0.08
Omega: 8.87
Rho: 0.77
 

Quote data

Open: 1.60
High: 1.60
Low: 1.60
Previous Close: 1.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -28.57%
3 Months
  -10.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.89 1.75
1M High / 1M Low: 2.58 1.63
6M High / 6M Low: 2.58 1.47
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.80
Avg. volume 1W:   0.00
Avg. price 1M:   2.17
Avg. volume 1M:   0.00
Avg. price 6M:   1.92
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.91%
Volatility 6M:   90.80%
Volatility 1Y:   -
Volatility 3Y:   -