BNP Paribas Call 14 DHER 20.12.2024
/ DE000PC4NQ83
BNP Paribas Call 14 DHER 20.12.20.../ DE000PC4NQ83 /
| 2024-05-28 9:20:23 PM |
Chg.0.000 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
0.00% |
1.680
Bid Size: 14,400 |
1.730
Ask Size: 14,400 |
DELIVERY HERO SE NA ... |
14.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC4NQ8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DELIVERY HERO SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.69 |
| Parity: |
1.55 |
| Time value: |
0.17 |
| Break-even: |
31.20 |
| Moneyness: |
2.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
2.99% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
1.57 |
| Rho: |
0.06 |
Quote data
| Open: |
1.670 |
| High: |
1.720 |
| Low: |
1.650 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.91% |
| 1 Month |
|
|
+15.17% |
| 3 Months |
|
|
+68.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.670 |
| 1M High / 1M Low: |
1.920 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
