BNP Paribas Call 550 LIN 20.06.20.../  DE000PC7AE71  /

Frankfurt Zert./BNP
9/13/2024  9:20:23 PM Chg.+0.030 Bid9:54:44 PM Ask9:54:44 PM Underlying Strike price Expiration date Option type
0.690EUR +4.55% 0.670
Bid Size: 45,000
0.710
Ask Size: 45,000
LINDE PLC EO ... 550.00 - 6/20/2025 Call
 

Master data

WKN: PC7AE7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 550.00 -
Maturity: 6/20/2025
Issue date: 3/26/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 59.61
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.14
Parity: -12.67
Time value: 0.71
Break-even: 557.10
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 5.97%
Delta: 0.16
Theta: -0.05
Omega: 9.66
Rho: 0.47
 

Quote data

Open: 0.660
High: 0.710
Low: 0.650
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.95%
1 Month  
+32.69%
3 Months  
+9.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.650
1M High / 1M Low: 0.830 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.659
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -