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BNP Paribas Call 85 HEN3 20.12.20.../  DE000PC05TF7  /

Frankfurt Zert./BNP
2024-07-24  9:50:18 PM Chg.-0.030 Bid8:02:12 AM Ask8:02:12 AM Underlying Strike price Expiration date Option type
0.290EUR -9.38% 0.270
Bid Size: 10,000		 0.290
Ask Size: 10,000		 HENKEL AG+CO.KGAA VZ... 85.00 - 2024-12-20 Call
 

Master data

WKN: PC05TF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.26
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.25
Time value: 0.34
Break-even: 88.40
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.47
Theta: -0.02
Omega: 11.51
Rho: 0.15
 

Quote data

Open: 0.310
High: 0.310
Low: 0.260
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.71%
1 Month
  -27.50%
3 Months  
+190.00%
YTD  
+107.14%
1 Year  
+31.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.440 0.270
6M High / 6M Low: 0.570 0.032
High (YTD): 2024-06-10 0.570
Low (YTD): 2024-03-04 0.032
52W High: 2024-06-10 0.570
52W Low: 2024-03-04 0.032
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.196
Avg. volume 1Y:   0.000
Volatility 1M:   123.07%
Volatility 6M:   277.83%
Volatility 1Y:   218.75%
Volatility 3Y:   -