BNP Paribas Call 140 BEI 19.12.20.../  DE000PC69493  /

Frankfurt Zert./BNP
2024-04-30  8:20:23 AM Chg.+0.030 Bid8:35:45 AM Ask8:35:45 AM Underlying Strike price Expiration date Option type
9.730EUR +0.31% 9.730
Bid Size: 400
9.880
Ask Size: 400
BEIERSDORF AG O.N. 140.00 EUR 2025-12-19 Call
 

Master data

WKN: PC6949
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 2025-12-19
Issue date: 2024-03-26
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 13.92
Leverage: Yes

Calculated values

Fair value: 15.29
Intrinsic value: 0.50
Implied volatility: 0.06
Historic volatility: 0.15
Parity: 0.50
Time value: 9.59
Break-even: 150.09
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.15
Spread %: 1.51%
Delta: 0.83
Theta: -0.01
Omega: 11.53
Rho: 1.74
 

Quote data

Open: 9.730
High: 9.730
Low: 9.730
Previous Close: 9.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.18%
1 Month  
+17.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 9.940 9.340
1M High / 1M Low: 9.940 6.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   9.602
Avg. volume 1W:   0.000
Avg. price 1M:   8.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -