BNP Paribas Call 14 DHER 20.09.20.../  DE000PC4NQY9  /

EUWAX
2024-05-31  12:42:12 PM Chg.+0.02 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.42EUR +1.43% -
Bid Size: -
-
Ask Size: -
DELIVERY HERO SE NA ... 14.00 EUR 2024-09-20 Call
 

Master data

WKN: PC4NQY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.82
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.42
Implied volatility: 1.28
Historic volatility: 0.69
Parity: 1.42
Time value: 0.13
Break-even: 29.50
Moneyness: 2.02
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 3.33%
Delta: 0.91
Theta: -0.02
Omega: 1.66
Rho: 0.03
 

Quote data

Open: 1.49
High: 1.49
Low: 1.42
Previous Close: 1.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.25%
1 Month  
+2.90%
3 Months  
+49.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.64 1.40
1M High / 1M Low: 1.86 1.21
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -