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

Frankfurt Zert./BNP
5/16/2024  5:21:00 PM Chg.+0.050 Bid6:13:25 PM Ask6:13:25 PM Underlying Strike price Expiration date Option type
0.500EUR +11.11% 0.490
Bid Size: 15,000		 0.520
Ask Size: 15,000		 DELIVERY HERO SE NA ... 38.00 - 12/20/2024 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: 12/20/2024
Issue date: 4/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.48
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.69
Parity: -0.69
Time value: 0.48
Break-even: 42.80
Moneyness: 0.82
Premium: 0.38
Premium p.a.: 0.71
Spread abs.: 0.03
Spread %: 6.67%
Delta: 0.48
Theta: -0.02
Omega: 3.13
Rho: 0.06
 

Quote data

Open: 0.450
High: 0.500
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+127.27%
1 Month  
+19.05%
3 Months  
+127.27%
YTD  
+66.67%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.220
1M High / 1M Low: 0.510 0.220
6M High / 6M Low: 0.700 0.110
High (YTD): 4/10/2024 0.640
Low (YTD): 2/6/2024 0.110
52W High: 7/4/2023 1.570
52W Low: 2/6/2024 0.110
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   0.000
Avg. price 1Y:   0.607
Avg. volume 1Y:   0.000
Volatility 1M:   477.65%
Volatility 6M:   282.66%
Volatility 1Y:   218.55%
Volatility 3Y:   -