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BNP Paribas Call 32 DHER 20.12.20.../  DE000PC05HP1  /

Frankfurt Zert./BNP
2024-05-16  4:21:03 PM Chg.+0.070 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
0.740EUR +10.45% 0.740
Bid Size: 75,000		 0.760
Ask Size: 75,000		 DELIVERY HERO SE NA ... 32.00 - 2024-12-20 Call
 

Master data

WKN: PC05HP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.44
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.69
Parity: -0.09
Time value: 0.70
Break-even: 39.00
Moneyness: 0.97
Premium: 0.25
Premium p.a.: 0.46
Spread abs.: 0.03
Spread %: 4.48%
Delta: 0.61
Theta: -0.02
Omega: 2.71
Rho: 0.07
 

Quote data

Open: 0.670
High: 0.740
Low: 0.670
Previous Close: 0.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+117.65%
1 Month  
+19.35%
3 Months  
+124.24%
YTD  
+68.18%
1 Year
  -52.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.340
1M High / 1M Low: 0.750 0.340
6M High / 6M Low: 0.970 0.160
High (YTD): 2024-04-10 0.900
Low (YTD): 2024-02-02 0.160
52W High: 2023-07-04 1.910
52W Low: 2024-02-02 0.160
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.523
Avg. volume 1M:   0.000
Avg. price 6M:   0.500
Avg. volume 6M:   0.000
Avg. price 1Y:   0.815
Avg. volume 1Y:   4.883
Volatility 1M:   430.53%
Volatility 6M:   258.83%
Volatility 1Y:   200.08%
Volatility 3Y:   -