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

EUWAX
7/26/2024  9:45:18 AM Chg.+0.05 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.79EUR +2.87% -
Bid Size: -
-
Ask Size: -
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: 21.11
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.14
Parity: -6.42
Time value: 1.97
Break-even: 499.70
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 1.03%
Delta: 0.35
Theta: -0.07
Omega: 7.42
Rho: 1.14
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.13%
1 Month  
+1.70%
3 Months
  -15.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.82 1.74
1M High / 1M Low: 1.86 1.47
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.65
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -