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

EUWAX
2024-05-15  10:20:07 AM Chg.- Bid8:02:06 AM Ask8:02:06 AM Underlying Strike price Expiration date Option type
0.460EUR - 0.450
Bid Size: 15,000		 0.480
Ask Size: 15,000		 DELIVERY HERO SE NA ... 38.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.92
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.69
Parity: -0.60
Time value: 0.54
Break-even: 43.40
Moneyness: 0.84
Premium: 0.36
Premium p.a.: 0.66
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.51
Theta: -0.02
Omega: 3.01
Rho: 0.07
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+109.09%
1 Month     0.00%
3 Months  
+84.00%
YTD  
+58.62%
1 Year
  -63.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.220
1M High / 1M Low: 0.510 0.220
6M High / 6M Low: 0.700 0.085
High (YTD): 2024-04-10 0.630
Low (YTD): 2024-02-05 0.085
52W High: 2023-07-04 1.470
52W Low: 2024-02-05 0.085
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.358
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   0.000
Avg. price 1Y:   0.606
Avg. volume 1Y:   0.000
Volatility 1M:   334.64%
Volatility 6M:   261.30%
Volatility 1Y:   205.03%
Volatility 3Y:   -