BNP Paribas Call 455 LIN 20.12.20.../  DE000PC2Z1N8  /

Frankfurt Zert./BNP
2024-06-20  9:20:29 PM Chg.+0.360 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
2.300EUR +18.56% 2.300
Bid Size: 18,000
2.320
Ask Size: 18,000
Linde PLC 455.00 USD 2024-12-20 Call
 

Master data

WKN: PC2Z1N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Linde PLC
Type: Warrant
Option type: Call
Strike price: 455.00 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: 20.57
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -1.39
Time value: 1.99
Break-even: 443.27
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 2.58%
Delta: 0.48
Theta: -0.08
Omega: 9.96
Rho: 0.89
 

Quote data

Open: 1.990
High: 2.340
Low: 1.940
Previous Close: 1.940
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month  
+22.99%
3 Months
  -47.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.300 1.900
1M High / 1M Low: 2.300 1.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.084
Avg. volume 1W:   0.000
Avg. price 1M:   1.802
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -