BNP Paribas Call 14 DHER 20.06.20.../  DE000PC4NRJ8  /

Frankfurt Zert./BNP
2024-05-30  9:20:27 PM Chg.+0.070 Bid9:56:51 PM Ask9:56:51 PM Underlying Strike price Expiration date Option type
1.680EUR +4.35% 1.690
Bid Size: 15,000
1.740
Ask Size: 15,000
DELIVERY HERO SE NA ... 14.00 EUR 2025-06-20 Call
 

Master data

WKN: PC4NRJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2025-06-20
Issue date: 2024-02-06
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.67
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.37
Implied volatility: 0.96
Historic volatility: 0.69
Parity: 1.37
Time value: 0.30
Break-even: 30.60
Moneyness: 1.98
Premium: 0.11
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 3.11%
Delta: 0.89
Theta: -0.01
Omega: 1.48
Rho: 0.08
 

Quote data

Open: 1.600
High: 1.690
Low: 1.570
Previous Close: 1.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.18%
1 Month  
+11.26%
3 Months  
+54.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.810 1.610
1M High / 1M Low: 2.030 1.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.734
Avg. volume 1W:   0.000
Avg. price 1M:   1.688
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -