BNP Paribas Call 40 ADEN 19.12.20.../  DE000PC39B60  /

EUWAX
2024-06-19  12:56:44 PM Chg.+0.010 Bid5:20:01 PM Ask5:20:01 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% -
Bid Size: -
-
Ask Size: -
ADECCO N 40.00 CHF 2025-12-19 Call
 

Master data

WKN: PC39B6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 40.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.68
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.31
Parity: -0.90
Time value: 0.16
Break-even: 43.72
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.30
Theta: 0.00
Omega: 6.30
Rho: 0.13
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -51.61%
3 Months
  -40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.330 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -