BNP Paribas Call 35 FRE 18.12.2026
/ DE000PC3ZYV5
BNP Paribas Call 35 FRE 18.12.202.../ DE000PC3ZYV5 /
| 2024-09-26 9:50:17 PM |
Chg.+0.010 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+2.04% |
0.500
Bid Size: 20,000 |
0.540
Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... |
35.00 - |
2026-12-18 |
Call |
Master data
| WKN: |
PC3ZYV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-0.17 |
| Time value: |
0.53 |
| Break-even: |
40.30 |
| Moneyness: |
0.95 |
| Premium: |
0.21 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
3.77 |
| Rho: |
0.33 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
+78.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.490 |
| 1M High / 1M Low: |
0.590 |
0.480 |
| 6M High / 6M Low: |
0.590 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.58% |
| Volatility 6M: |
|
90.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
