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

EUWAX
2024-06-05  10:13:06 AM Chg.-0.020 Bid10:18:41 AM Ask10:18:41 AM Underlying Strike price Expiration date Option type
0.510EUR -3.77% 0.500
Bid Size: 75,000		 0.520
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: 5.29
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.69
Parity: -0.29
Time value: 0.55
Break-even: 37.50
Moneyness: 0.91
Premium: 0.29
Premium p.a.: 0.60
Spread abs.: 0.03
Spread %: 5.77%
Delta: 0.56
Theta: -0.02
Omega: 2.94
Rho: 0.06
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.00%
1 Month  
+10.87%
3 Months  
+64.52%
YTD  
+18.60%
1 Year
  -57.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.450
1M High / 1M Low: 0.730 0.340
6M High / 6M Low: 0.880 0.130
High (YTD): 2024-04-10 0.880
Low (YTD): 2024-02-05 0.130
52W High: 2023-07-19 1.790
52W Low: 2024-02-05 0.130
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.527
Avg. volume 1M:   0.000
Avg. price 6M:   0.475
Avg. volume 6M:   0.000
Avg. price 1Y:   0.770
Avg. volume 1Y:   0.000
Volatility 1M:   282.61%
Volatility 6M:   245.42%
Volatility 1Y:   192.04%
Volatility 3Y:   -