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BNP Paribas Call 38 DHER 20.12.20.../  DE000PC05HR7  /

EUWAX
2024-04-29  10:13:54 AM Chg.-0.070 Bid6:34:09 PM Ask6:34:09 PM Underlying Strike price Expiration date Option type
0.290EUR -19.44% 0.320
Bid Size: 15,000		 0.350
Ask Size: 15,000		 DELIVERY HERO SE NA ... 38.00 - 2024-12-20 Call
 

Master data

WKN: PC05HR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-12-20
Issue date: 2023-04-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.34
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.64
Parity: -1.21
Time value: 0.31
Break-even: 41.10
Moneyness: 0.68
Premium: 0.59
Premium p.a.: 1.05
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.38
Theta: -0.01
Omega: 3.21
Rho: 0.04
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.50%
1 Month
  -6.45%
3 Months  
+45.00%
YTD     0.00%
1 Year
  -71.84%
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.360
1M High / 1M Low: 0.630 0.330
6M High / 6M Low: 0.700 0.085
High (YTD): 2024-04-10 0.630
Low (YTD): 2024-02-05 0.085
52W High: 2023-07-04 1.470
52W Low: 2024-02-05 0.085
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   0.354
Avg. volume 6M:   0.000
Avg. price 1Y:   0.644
Avg. volume 1Y:   0.000
Volatility 1M:   255.00%
Volatility 6M:   238.74%
Volatility 1Y:   187.69%
Volatility 3Y:   -