BNP Paribas Call 415 LIN 20.12.2024
/ DE000PC2Z1S7
BNP Paribas Call 415 LIN 20.12.20.../ DE000PC2Z1S7 /
| 2024-06-20 8:48:35 AM |
Chg.-0.10 |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
-2.35% |
-
Bid Size: - |
-
Ask Size: - |
Linde PLC |
415.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2Z1S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Linde PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 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: |
9.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
2.33 |
| Time value: |
1.85 |
| Break-even: |
427.95 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
1.21% |
| Delta: |
0.72 |
| Theta: |
-0.08 |
| Omega: |
7.05 |
| Rho: |
1.27 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
4.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.77% |
| 1 Month |
|
|
+6.39% |
| 3 Months |
|
|
-40.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.36 |
3.86 |
| 1M High / 1M Low: |
4.36 |
3.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
