BNP Paribas Call 500 LIN 19.12.20.../  DE000PC7AFC8  /

EUWAX
07/10/2024  12:52:25 Chg.0.00 Bid14:48:36 Ask14:48:36 Underlying Strike price Expiration date Option type
2.03EUR 0.00% 2.04
Bid Size: 37,000
2.06
Ask Size: 37,000
LINDE PLC EO ... 500.00 - 19/12/2025 Call
 

Master data

WKN: PC7AFC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 19/12/2025
Issue date: 26/03/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 20.42
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.14
Parity: -7.32
Time value: 2.09
Break-even: 520.90
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 0.97%
Delta: 0.35
Theta: -0.05
Omega: 7.14
Rho: 1.54
 

Quote data

Open: 2.04
High: 2.04
Low: 2.03
Previous Close: 2.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.78%
1 Month  
+2.01%
3 Months  
+23.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.25 2.03
1M High / 1M Low: 2.31 1.90
6M High / 6M Low: 2.44 1.60
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.17
Avg. volume 1W:   0.00
Avg. price 1M:   2.13
Avg. volume 1M:   0.00
Avg. price 6M:   1.95
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.64%
Volatility 6M:   70.08%
Volatility 1Y:   -
Volatility 3Y:   -