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

EUWAX
2024-09-02  8:18:43 AM Chg.+0.09 Bid8:27:27 AM Ask8:27:27 AM Underlying Strike price Expiration date Option type
1.87EUR +5.06% 1.88
Bid Size: 15,500
1.90
Ask Size: 15,500
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: 22.67
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.14
Parity: -6.71
Time value: 1.91
Break-even: 519.10
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 1.06%
Delta: 0.34
Theta: -0.07
Omega: 7.69
Rho: 1.03
 

Quote data

Open: 1.87
High: 1.87
Low: 1.87
Previous Close: 1.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+22.22%
3 Months  
+53.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.79 1.61
1M High / 1M Low: 1.79 1.30
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.70
Avg. volume 1W:   80
Avg. price 1M:   1.47
Avg. volume 1M:   57.14
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -