BNP Paribas Call 36 DHER 19.12.20.../  DE000PC7Y9Y4  /

EUWAX
2024-06-20  8:39:59 AM Chg.-0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.660EUR -1.49% -
Bid Size: -
-
Ask Size: -
DELIVERY HERO SE NA ... 36.00 EUR 2025-12-19 Call
 

Master data

WKN: PC7Y9Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-09
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.93
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.68
Parity: -0.93
Time value: 0.68
Break-even: 42.80
Moneyness: 0.74
Premium: 0.60
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 3.03%
Delta: 0.56
Theta: -0.01
Omega: 2.19
Rho: 0.12
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -32.65%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.670
1M High / 1M Low: 0.980 0.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.785
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -