BNP Paribas Call 14 DHER/ DE000PC4NQY9 /
2024-09-19 8:15:42 AM | Chg.- | Bid10:00:26 PM | Ask10:00:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.57EUR | - | - Bid Size: - |
- Ask Size: - |
DELIVERY HERO SE NA ... | 14.00 EUR | 2024-09-20 | Call |
Master data
WKN: | PC4NQY |
---|---|
Issuer: | BNP PARIBAS |
Currency: | EUR |
Underlying: | DELIVERY HERO SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 14.00 EUR |
Maturity: | 2024-09-20 |
Issue date: | 2024-02-06 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 1.80 |
Leverage: | Yes |
Calculated values
Fair value: | 1.56 |
---|---|
Intrinsic value: | 1.56 |
Implied volatility: | 12.46 |
Historic volatility: | 0.70 |
Parity: | 1.56 |
Time value: | 0.08 |
Break-even: | 30.40 |
Moneyness: | 2.11 |
Premium: | 0.03 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.14 |
Spread %: | 9.33% |
Delta: | 0.93 |
Theta: | -1.30 |
Omega: | 1.68 |
Rho: | 0.00 |
Quote data
Open: | 1.57 |
---|---|
High: | 1.57 |
Low: | 1.57 |
Previous Close: | 1.56 |
Turnover: | 0.00 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.44% | ||
---|---|---|---|
1 Month | +103.90% | ||
3 Months | +19.85% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.57 | 1.36 |
---|---|---|
1M High / 1M Low: | 1.57 | 0.77 |
6M High / 6M Low: | 2.01 | 0.51 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.45 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 1.23 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | 1.23 | |
Avg. volume 6M: | 0.00 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 132.17% | |
Volatility 6M: | 139.83% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |