BNP Paribas Call 30 ADEN 20.06.20.../  DE000PC39B37  /

Frankfurt Zert./BNP
2024-06-07  4:21:24 PM Chg.-0.010 Bid4:55:55 PM Ask4:55:55 PM Underlying Strike price Expiration date Option type
0.590EUR -1.67% -
Bid Size: -
-
Ask Size: -
ADECCO N 30.00 CHF 2025-06-20 Call
 

Master data

WKN: PC39B3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 30.00 CHF
Maturity: 2025-06-20
Issue date: 2024-01-31
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.68
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.31
Implied volatility: 0.27
Historic volatility: 0.30
Parity: 0.31
Time value: 0.29
Break-even: 36.98
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.74
Theta: -0.01
Omega: 4.18
Rho: 0.20
 

Quote data

Open: 0.600
High: 0.610
Low: 0.570
Previous Close: 0.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.61%
1 Month  
+9.26%
3 Months
  -10.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.590
1M High / 1M Low: 0.840 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   0.717
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -