BNP Paribas Call 22 FRE 18.12.2026
/ DE000PC3ZYN2
BNP Paribas Call 22 FRE 18.12.202.../ DE000PC3ZYN2 /
| 2024-09-27 9:09:38 AM |
Chg.0.00 |
Bid11:23:31 AM |
Ask11:23:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
0.00% |
1.28
Bid Size: 83,000 |
1.34
Ask Size: 83,000 |
FRESENIUS SE+CO.KGAA... |
22.00 - |
2026-12-18 |
Call |
Master data
| WKN: |
PC3ZYN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
1.14 |
| Time value: |
0.20 |
| Break-even: |
35.40 |
| Moneyness: |
1.52 |
| Premium: |
0.06 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
5.51% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.34 |
| Rho: |
0.40 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.78% |
| 1 Month |
|
|
+1.59% |
| 3 Months |
|
|
+48.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.26 |
| 1M High / 1M Low: |
1.42 |
1.25 |
| 6M High / 6M Low: |
1.42 |
0.64 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
85.27 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.12% |
| Volatility 6M: |
|
55.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
