BNP Paribas Call 30 ADEN 19.12.20.../  DE000PC39B45  /

Frankfurt Zert./BNP
9/20/2024  4:21:11 PM Chg.-0.030 Bid5:19:30 PM Ask5:19:30 PM Underlying Strike price Expiration date Option type
0.240EUR -11.11% -
Bid Size: -
-
Ask Size: -
ADECCO N 30.00 CHF 12/19/2025 Call
 

Master data

WKN: PC39B4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 30.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.23
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.30
Parity: -0.14
Time value: 0.27
Break-even: 34.41
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.54
Theta: 0.00
Omega: 6.08
Rho: 0.17
 

Quote data

Open: 0.270
High: 0.270
Low: 0.240
Previous Close: 0.270
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+26.32%
1 Month     0.00%
3 Months
  -52.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.300 0.180
6M High / 6M Low: 0.890 0.180
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.246
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.42%
Volatility 6M:   110.09%
Volatility 1Y:   -
Volatility 3Y:   -