BNP Paribas Call 38 ADEN 21.03.20.../  DE000PC7YDD1  /

EUWAX
5/31/2024  10:12:54 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.220EUR 0.00% -
Bid Size: -
-
Ask Size: -
ADECCO N 38.00 CHF 3/21/2025 Call
 

Master data

WKN: PC7YDD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 38.00 CHF
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.13
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.31
Parity: -0.40
Time value: 0.23
Break-even: 41.14
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.42
Theta: -0.01
Omega: 6.37
Rho: 0.10
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month  
+57.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.220
1M High / 1M Low: 0.300 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -