BNP Paribas Call 140 ADS 19.06.20.../  DE000PC3Y5B4  /

Frankfurt Zert./BNP
1/10/2025  5:20:12 PM Chg.-0.140 Bid5:37:42 PM Ask5:37:42 PM Underlying Strike price Expiration date Option type
11.160EUR -1.24% -
Bid Size: -
-
Ask Size: -
ADIDAS AG NA O.N. 140.00 EUR 6/19/2026 Call
 

Master data

WKN: PC3Y5B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 6/19/2026
Issue date: 1/26/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.19
Leverage: Yes

Calculated values

Fair value: 11.01
Intrinsic value: 10.38
Implied volatility: 0.33
Historic volatility: 0.26
Parity: 10.38
Time value: 0.77
Break-even: 251.50
Moneyness: 1.74
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 0.36%
Delta: 0.96
Theta: -0.02
Omega: 2.09
Rho: 1.75
 

Quote data

Open: 11.310
High: 11.550
Low: 11.160
Previous Close: 11.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.60%
1 Month  
+2.76%
3 Months  
+9.30%
YTD  
+8.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 11.300 10.620
1M High / 1M Low: 11.300 10.090
6M High / 6M Low: 11.300 8.120
High (YTD): 1/9/2025 11.300
Low (YTD): 1/3/2025 10.090
52W High: - -
52W Low: - -
Avg. price 1W:   11.054
Avg. volume 1W:   0.000
Avg. price 1M:   10.693
Avg. volume 1M:   0.000
Avg. price 6M:   9.611
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   33.48%
Volatility 6M:   55.94%
Volatility 1Y:   -
Volatility 3Y:   -