BNP Paribas Call 30 ADEN 19.12.20.../  DE000PC39B45  /

EUWAX
2024-05-22  10:15:33 AM Chg.-0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.810EUR -3.57% -
Bid Size: -
-
Ask Size: -
ADECCO N 30.00 CHF 2025-12-19 Call
 

Master data

WKN: PC39B4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 30.00 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: 4.23
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.56
Implied volatility: 0.23
Historic volatility: 0.31
Parity: 0.56
Time value: 0.29
Break-even: 38.84
Moneyness: 1.19
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.41%
Delta: 0.83
Theta: 0.00
Omega: 3.51
Rho: 0.34
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month  
+47.27%
3 Months
  -6.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.840
1M High / 1M Low: 0.870 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.850
Avg. volume 1W:   0.000
Avg. price 1M:   0.644
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -