BNP Paribas Call 35 ADEN 19.12.20.../  DE000PC39B52  /

Frankfurt Zert./BNP
6/7/2024  4:21:08 PM Chg.0.000 Bid5:08:49 PM Ask5:08:49 PM Underlying Strike price Expiration date Option type
0.380EUR 0.00% -
Bid Size: -
-
Ask Size: -
ADECCO N 35.00 CHF 12/19/2025 Call
 

Master data

WKN: PC39B5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 35.00 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: 8.74
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.30
Parity: -0.20
Time value: 0.39
Break-even: 40.04
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.56
Theta: -0.01
Omega: 4.86
Rho: 0.23
 

Quote data

Open: 0.390
High: 0.400
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month  
+11.76%
3 Months
  -13.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.380
1M High / 1M Low: 0.560 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -