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

EUWAX
07/10/2024  09:24:11 Chg.-0.07 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
2.04EUR -3.32% -
Bid Size: -
-
Ask Size: -
LINDE PLC EO ... 480.00 - 20/06/2025 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: 20/06/2025
Issue date: 12/04/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 20.13
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.14
Parity: -5.32
Time value: 2.12
Break-even: 501.20
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 0.95%
Delta: 0.37
Theta: -0.08
Omega: 7.49
Rho: 0.97
 

Quote data

Open: 2.04
High: 2.04
Low: 2.04
Previous Close: 2.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.35%
1 Month  
+1.49%
3 Months  
+32.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.41 2.11
1M High / 1M Low: 2.43 1.89
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.26
Avg. volume 1W:   0.00
Avg. price 1M:   2.19
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -