BNP Paribas Call 35 ADEN 21.03.20.../  DE000PC7YDE9  /

Frankfurt Zert./BNP
2024-05-31  4:21:25 PM Chg.0.000 Bid4:34:50 PM Ask4:34:50 PM Underlying Strike price Expiration date Option type
0.340EUR 0.00% -
Bid Size: -
-
Ask Size: -
ADECCO N 35.00 CHF 2025-03-21 Call
 

Master data

WKN: PC7YDE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.95
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.31
Parity: -0.09
Time value: 0.35
Break-even: 39.25
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.56
Theta: -0.01
Omega: 5.54
Rho: 0.13
 

Quote data

Open: 0.340
High: 0.350
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month  
+36.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.340
1M High / 1M Low: 0.470 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -