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

Frankfurt Zert./BNP
10/4/2024  9:20:32 PM Chg.-0.050 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
2.000EUR -2.44% 2.070
Bid Size: 37,000
2.090
Ask Size: 37,000
LINDE PLC EO ... 500.00 - 12/19/2025 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: 12/19/2025
Issue date: 3/26/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 20.41
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.14
Parity: -7.34
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: 7.13
Rho: 1.55
 

Quote data

Open: 2.090
High: 2.090
Low: 2.000
Previous Close: 2.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.91%
1 Month  
+4.71%
3 Months  
+19.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.230 2.000
1M High / 1M Low: 2.290 2.000
6M High / 6M Low: 2.400 1.560
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.140
Avg. volume 1W:   0.000
Avg. price 1M:   2.134
Avg. volume 1M:   0.000
Avg. price 6M:   1.952
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.34%
Volatility 6M:   62.76%
Volatility 1Y:   -
Volatility 3Y:   -