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BNP Paribas Call 38 DHER 20.12.20.../  DE000PC05HR7  /

Frankfurt Zert./BNP
31/05/2024  21:20:31 Chg.-0.020 Bid31/05/2024 Ask31/05/2024 Underlying Strike price Expiration date Option type
0.300EUR -6.25% 0.300
Bid Size: 15,000		 0.330
Ask Size: 15,000		 DELIVERY HERO SE NA ... 38.00 - 20/12/2024 Call
 

Master data

WKN: PC05HR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 20/12/2024
Issue date: 14/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.07
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.69
Parity: -0.98
Time value: 0.35
Break-even: 41.50
Moneyness: 0.74
Premium: 0.47
Premium p.a.: 1.00
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.41
Theta: -0.02
Omega: 3.33
Rho: 0.05
 

Quote data

Open: 0.320
High: 0.320
Low: 0.290
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.92%
1 Month  
+7.14%
3 Months  
+57.89%
YTD     0.00%
1 Year
  -68.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.510 0.220
6M High / 6M Low: 0.640 0.110
High (YTD): 10/04/2024 0.640
Low (YTD): 06/02/2024 0.110
52W High: 04/07/2023 1.570
52W Low: 06/02/2024 0.110
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   0.000
Avg. price 1Y:   0.572
Avg. volume 1Y:   0.000
Volatility 1M:   450.46%
Volatility 6M:   282.48%
Volatility 1Y:   219.56%
Volatility 3Y:   -