BNP Paribas Call 28 ADEN 20.12.20.../  DE000PC7YDC3  /

Frankfurt Zert./BNP
20/09/2024  16:21:10 Chg.-0.040 Bid17:12:10 Ask17:12:10 Underlying Strike price Expiration date Option type
0.180EUR -18.18% -
Bid Size: -
-
Ask Size: -
ADECCO N 28.00 CHF 20/12/2024 Call
 

Master data

WKN: PC7YDC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 28.00 CHF
Maturity: 20/12/2024
Issue date: 09/04/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.58
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.01
Implied volatility: 0.30
Historic volatility: 0.30
Parity: 0.01
Time value: 0.18
Break-even: 31.40
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.56
Theta: -0.01
Omega: 8.75
Rho: 0.04
 

Quote data

Open: 0.220
High: 0.220
Low: 0.180
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -14.29%
3 Months
  -61.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.120
1M High / 1M Low: 0.260 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -