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

EUWAX
2024-05-28  8:12:55 AM Chg.-0.03 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.78EUR -1.66% -
Bid Size: -
-
Ask Size: -
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: 1.60
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.55
Implied volatility: 0.98
Historic volatility: 0.69
Parity: 1.55
Time value: 0.29
Break-even: 32.40
Moneyness: 2.11
Premium: 0.10
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 2.79%
Delta: 0.90
Theta: -0.01
Omega: 1.45
Rho: 0.09
 

Quote data

Open: 1.78
High: 1.78
Low: 1.78
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.66%
1 Month  
+19.46%
3 Months  
+58.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.78
1M High / 1M Low: 2.03 1.40
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.80
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -