BNP Paribas Call 26 FRE 19.12.2025
/ DE000PC3ZYM4
BNP Paribas Call 26 FRE 19.12.202.../ DE000PC3ZYM4 /
| 2024-06-17 9:53:45 AM |
Chg.-0.020 |
Bid4:32:36 PM |
Ask4:32:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-2.90% |
0.660
Bid Size: 100,000 |
0.670
Ask Size: 100,000 |
FRESENIUS SE+CO.KGAA... |
26.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC3ZYM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.36 |
| Time value: |
0.31 |
| Break-even: |
32.70 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
3.34 |
| Rho: |
0.24 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.63% |
| 1 Month |
|
|
+17.54% |
| 3 Months |
|
|
+63.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.690 |
| 1M High / 1M Low: |
0.740 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
