BNP Paribas Call 22 FRE 20.06.2025
/ DE000PC3ZYJ0
BNP Paribas Call 22 FRE 20.06.202.../ DE000PC3ZYJ0 /
2024-09-26 7:20:29 PM |
Chg.+0.020 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
+1.68% |
1.210 Bid Size: 15,400 |
1.240 Ask Size: 15,400 |
FRESENIUS SE+CO.KGAA... |
22.00 - |
2025-06-20 |
Call |
Master data
WKN: |
PC3ZYJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-01-26 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
1.13 |
Time value: |
0.09 |
Break-even: |
34.20 |
Moneyness: |
1.51 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
2.52% |
Delta: |
0.93 |
Theta: |
0.00 |
Omega: |
2.55 |
Rho: |
0.14 |
Quote data
Open: |
1.210 |
High: |
1.210 |
Low: |
1.180 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.20% |
1 Month |
|
|
+4.31% |
3 Months |
|
|
+61.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
1.190 |
1M High / 1M Low: |
1.330 |
1.160 |
6M High / 6M Low: |
1.330 |
0.520 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.202 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.227 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.910 |
Avg. volume 6M: |
|
34.884 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
46.94% |
Volatility 6M: |
|
62.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |