BNP Paribas Call 14 DHER 19.12.20.../  DE000PC4NRP5  /

EUWAX
2024-05-31  12:42:20 PM Chg.+0.02 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.69EUR +1.20% -
Bid Size: -
-
Ask Size: -
DELIVERY HERO SE NA ... 14.00 EUR 2025-12-19 Call
 

Master data

WKN: PC4NRP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-06
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.53
Leverage: Yes

Calculated values

Fair value: 1.66
Intrinsic value: 1.42
Implied volatility: 0.98
Historic volatility: 0.69
Parity: 1.42
Time value: 0.43
Break-even: 32.50
Moneyness: 2.02
Premium: 0.15
Premium p.a.: 0.09
Spread abs.: 0.09
Spread %: 5.11%
Delta: 0.89
Theta: -0.01
Omega: 1.36
Rho: 0.10
 

Quote data

Open: 1.75
High: 1.75
Low: 1.69
Previous Close: 1.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.65%
1 Month  
+2.42%
3 Months  
+43.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.89 1.67
1M High / 1M Low: 2.10 1.48
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -