BNP Paribas Call 500 LIN 20.06.20.../  DE000PC7AE63  /

Frankfurt Zert./BNP
2024-07-05  9:20:19 PM Chg.+0.040 Bid9:49:21 PM Ask9:49:21 PM Underlying Strike price Expiration date Option type
1.190EUR +3.48% 1.190
Bid Size: 45,000
1.210
Ask Size: 45,000
LINDE PLC EO ... 500.00 - 2025-06-20 Call
 

Master data

WKN: PC7AE6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2025-06-20
Issue date: 2024-03-26
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 32.83
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -9.95
Time value: 1.22
Break-even: 512.20
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.29
Spread abs.: 0.06
Spread %: 5.17%
Delta: 0.25
Theta: -0.05
Omega: 8.08
Rho: 0.83
 

Quote data

Open: 1.150
High: 1.190
Low: 1.100
Previous Close: 1.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.19%
1 Month
  -4.80%
3 Months
  -45.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 1.060
1M High / 1M Low: 1.520 1.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.128
Avg. volume 1W:   0.000
Avg. price 1M:   1.320
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -