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

Frankfurt Zert./BNP
2024-04-29  9:20:19 PM Chg.+0.050 Bid2024-04-29 Ask2024-04-29 Underlying Strike price Expiration date Option type
0.480EUR +11.63% 0.480
Bid Size: 15,000		 0.510
Ask Size: 15,000		 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: 5.62
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.64
Parity: -0.61
Time value: 0.46
Break-even: 36.60
Moneyness: 0.81
Premium: 0.42
Premium p.a.: 0.72
Spread abs.: 0.03
Spread %: 6.98%
Delta: 0.50
Theta: -0.01
Omega: 2.83
Rho: 0.05
 

Quote data

Open: 0.450
High: 0.490
Low: 0.400
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month  
+6.67%
3 Months  
+54.84%
YTD  
+9.09%
1 Year
  -63.64%
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.430
1M High / 1M Low: 0.900 0.430
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:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.678
Avg. volume 1M:   0.000
Avg. price 6M:   0.515
Avg. volume 6M:   0.000
Avg. price 1Y:   0.858
Avg. volume 1Y:   4.921
Volatility 1M:   254.04%
Volatility 6M:   212.94%
Volatility 1Y:   168.36%
Volatility 3Y:   -