BNP Paribas Call 35 ADEN 19.12.20.../  DE000PC39B52  /

EUWAX
2024-05-30  10:06:14 AM Chg.-0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.450EUR -4.26% -
Bid Size: -
-
Ask Size: -
ADECCO N 35.00 CHF 2025-12-19 Call
 

Master data

WKN: PC39B5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADECCO N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.35
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.31
Parity: -0.09
Time value: 0.47
Break-even: 40.18
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.60
Theta: -0.01
Omega: 4.43
Rho: 0.25
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month  
+36.36%
3 Months
  -11.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.470
1M High / 1M Low: 0.550 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.448
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -