BNP Paribas Call 35 ADEN 19.12.20.../  DE000PC39B52  /

Frankfurt Zert./BNP
2024-05-17  4:21:10 PM Chg.-0.010 Bid5:07:13 PM Ask5:07:13 PM Underlying Strike price Expiration date Option type
0.550EUR -1.79% -
Bid Size: -
-
Ask Size: -
ADECCO N 35.00 CHF 2025-12-19 Call
 

Master data

WKN: PC39B5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 35.00 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: 6.34
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.12
Implied volatility: 0.22
Historic volatility: 0.31
Parity: 0.12
Time value: 0.46
Break-even: 41.34
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.68
Theta: -0.01
Omega: 4.33
Rho: 0.31
 

Quote data

Open: 0.550
High: 0.550
Low: 0.530
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+89.66%
3 Months
  -3.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.500
1M High / 1M Low: 0.560 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -