BNP Paribas Call 32 DHER 19.12.20.../  DE000PC697U1  /

Frankfurt Zert./BNP
2024-06-25  5:20:56 PM Chg.-0.090 Bid5:37:54 PM Ask5:37:54 PM Underlying Strike price Expiration date Option type
1.850EUR -4.64% 1.850
Bid Size: 13,200
1.940
Ask Size: 13,200
DELIVERY HERO SE NA ... 32.00 - 2025-12-19 Call
 

Master data

WKN: PC697U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2025-12-19
Issue date: 2024-03-26
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 12.77
Leverage: Yes

Calculated values

Fair value: 7.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.68
Parity: -6.08
Time value: 2.03
Break-even: 34.03
Moneyness: 0.81
Premium: 0.31
Premium p.a.: 0.20
Spread abs.: 0.09
Spread %: 4.64%
Delta: 0.39
Theta: 0.00
Omega: 4.96
Rho: 0.12
 

Quote data

Open: 1.940
High: 1.940
Low: 1.810
Previous Close: 1.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.76%
1 Month
  -23.87%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 1.940
1M High / 1M Low: 2.410 1.940
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.006
Avg. volume 1W:   0.000
Avg. price 1M:   2.208
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -