BNP Paribas Call 405 LIN 20.12.2024
/ DE000PC2Z1T5
BNP Paribas Call 405 LIN 20.12.20.../ DE000PC2Z1T5 /
| 6/20/2024 6:20:54 PM |
Chg.+0.460 |
Bid6:28:30 PM |
Ask6:28:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.270EUR |
+9.56% |
5.270
Bid Size: 24,000 |
5.290
Ask Size: 24,000 |
Linde PLC |
405.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC2Z1T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Linde PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
3.26 |
| Time value: |
1.60 |
| Break-even: |
425.45 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.83% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
6.47 |
| Rho: |
1.33 |
Quote data
| Open: |
4.890 |
| High: |
5.270 |
| Low: |
4.810 |
| Previous Close: |
4.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.99% |
| 1 Month |
|
|
+18.16% |
| 3 Months |
|
|
-30.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.240 |
4.760 |
| 1M High / 1M Low: |
5.240 |
3.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
