BNP Paribas Call 76 HEN3 20.12.20.../  DE000PC2YEU4  /

Frankfurt Zert./BNP
2024-07-25  8:20:24 AM Chg.-0.020 Bid8:26:34 AM Ask8:26:34 AM Underlying Strike price Expiration date Option type
0.820EUR -2.38% 0.820
Bid Size: 6,200
0.840
Ask Size: 6,200
HENKEL AG+CO.KGAA VZ... 76.00 - 2024-12-20 Call
 

Master data

WKN: PC2YEU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2024-12-20
Issue date: 2024-01-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.87
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.65
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.65
Time value: 0.28
Break-even: 85.30
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 3.33%
Delta: 0.77
Theta: -0.02
Omega: 6.85
Rho: 0.22
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.83%
1 Month
  -16.33%
3 Months  
+127.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.840
1M High / 1M Low: 1.030 0.810
6M High / 6M Low: 1.190 0.160
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   0.915
Avg. volume 1M:   0.000
Avg. price 6M:   0.630
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.17%
Volatility 6M:   179.91%
Volatility 1Y:   -
Volatility 3Y:   -