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

Frankfurt Zert./BNP
5/31/2024  4:21:25 PM Chg.-0.010 Bid5:18:39 PM Ask5:18:39 PM Underlying Strike price Expiration date Option type
0.660EUR -1.49% -
Bid Size: -
-
Ask Size: -
ADECCO N 30.00 CHF 6/20/2025 Call
 

Master data

WKN: PC39B3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 30.00 CHF
Maturity: 6/20/2025
Issue date: 1/31/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.12
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.42
Implied volatility: 0.26
Historic volatility: 0.31
Parity: 0.42
Time value: 0.26
Break-even: 37.45
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.77
Theta: -0.01
Omega: 3.97
Rho: 0.21
 

Quote data

Open: 0.670
High: 0.680
Low: 0.660
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.50%
1 Month  
+22.22%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.660
1M High / 1M Low: 0.840 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.696
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -