BNP Paribas Call 40 ADEN 21.03.20.../  DE000PC8G695  /

Frankfurt Zert./BNP
2024-05-31  4:21:11 PM Chg.0.000 Bid4:30:09 PM Ask4:30:09 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% -
Bid Size: -
-
Ask Size: -
ADECCO N 40.00 CHF 2025-03-21 Call
 

Master data

WKN: PC8G69
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 40.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-17
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.78
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.31
Parity: -0.60
Time value: 0.16
Break-even: 42.46
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.33
Theta: -0.01
Omega: 7.26
Rho: 0.08
 

Quote data

Open: 0.150
High: 0.160
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month  
+50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.230 0.077
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   276.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -