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BNP Paribas Call 480 URI 20.12.20.../  DE000PC03GW4  /

Frankfurt Zert./BNP
11/12/2024  9:50:30 PM Chg.-1.020 Bid9:59:25 PM Ask- Underlying Strike price Expiration date Option type
36.940EUR -2.69% 36.910
Bid Size: 813		 -
Ask Size: -		 United Rentals 480.00 - 12/20/2024 Call
 

Master data

WKN: PC03GW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 12/20/2024
Issue date: 4/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.19
Leverage: Yes

Calculated values

Fair value: 34.11
Intrinsic value: 33.95
Implied volatility: 1.79
Historic volatility: 0.34
Parity: 33.95
Time value: 3.50
Break-even: 854.50
Moneyness: 1.71
Premium: 0.04
Premium p.a.: 0.49
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -1.21
Omega: 1.95
Rho: 0.37
 

Quote data

Open: 37.340
High: 37.840
Low: 36.250
Previous Close: 37.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.33%
1 Month  
+19.47%
3 Months  
+79.41%
YTD  
+151.29%
1 Year  
+393.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 37.960 29.240
1M High / 1M Low: 37.960 27.850
6M High / 6M Low: 37.960 15.520
High (YTD): 11/11/2024 37.960
Low (YTD): 1/5/2024 12.150
52W High: 11/11/2024 37.960
52W Low: 11/28/2023 6.640
Avg. price 1W:   35.552
Avg. volume 1W:   0.000
Avg. price 1M:   32.910
Avg. volume 1M:   0.000
Avg. price 6M:   23.852
Avg. volume 6M:   0.000
Avg. price 1Y:   20.556
Avg. volume 1Y:   0.000
Volatility 1M:   118.59%
Volatility 6M:   95.19%
Volatility 1Y:   100.14%
Volatility 3Y:   -