BNP Paribas Call 385 LIN 20.12.2024
/ DE000PC2Z1V1
BNP Paribas Call 385 LIN 20.12.20.../ DE000PC2Z1V1 /
2024-09-20 9:20:18 PM |
Chg.-0.180 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.000EUR |
-2.20% |
8.240 Bid Size: 9,000 |
8.280 Ask Size: 9,000 |
Linde PLC |
385.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC2Z1V |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Linde PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
385.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-05 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.07 |
Intrinsic value: |
7.79 |
Implied volatility: |
0.30 |
Historic volatility: |
0.14 |
Parity: |
7.79 |
Time value: |
0.48 |
Break-even: |
427.58 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
0.49% |
Delta: |
0.93 |
Theta: |
-0.07 |
Omega: |
4.77 |
Rho: |
0.77 |
Quote data
Open: |
8.000 |
High: |
8.150 |
Low: |
7.940 |
Previous Close: |
8.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.56% |
1 Month |
|
|
+7.67% |
3 Months |
|
|
+19.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.490 |
7.890 |
1M High / 1M Low: |
8.700 |
7.230 |
6M High / 6M Low: |
9.370 |
5.320 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.061 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.989 |
Avg. volume 6M: |
|
38.372 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.93% |
Volatility 6M: |
|
71.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |