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

Frankfurt Zert./BNP
2024-06-07  9:20:26 PM Chg.-0.020 Bid9:34:57 PM Ask9:34:57 PM Underlying Strike price Expiration date Option type
1.670EUR -1.18% 1.670
Bid Size: 15,000
1.720
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: 1.65
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.44
Implied volatility: 0.96
Historic volatility: 0.69
Parity: 1.44
Time value: 0.28
Break-even: 31.20
Moneyness: 2.03
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 2.99%
Delta: 0.89
Theta: -0.01
Omega: 1.48
Rho: 0.08
 

Quote data

Open: 1.690
High: 1.690
Low: 1.670
Previous Close: 1.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.83%
1 Month  
+23.70%
3 Months  
+26.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.740 1.670
1M High / 1M Low: 2.030 1.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.702
Avg. volume 1W:   0.000
Avg. price 1M:   1.740
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -