BNP Paribas Call 110 SEDG 16.01.2.../  DE000PC1G179  /

EUWAX
30/05/2024  08:57:07 Chg.-0.060 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.690EUR -8.00% -
Bid Size: -
-
Ask Size: -
SolarEdge Technologi... 110.00 USD 16/01/2026 Call
 

Master data

WKN: PC1G17
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SolarEdge Technologies Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 16/01/2026
Issue date: 08/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.99
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.61
Parity: -5.69
Time value: 0.75
Break-even: 109.34
Moneyness: 0.44
Premium: 1.43
Premium p.a.: 0.72
Spread abs.: 0.05
Spread %: 7.14%
Delta: 0.39
Theta: -0.02
Omega: 2.32
Rho: 0.16
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.82%
1 Month
  -46.51%
3 Months
  -58.43%
YTD
  -79.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.660
1M High / 1M Low: 1.290 0.660
6M High / 6M Low: - -
High (YTD): 02/01/2024 3.210
Low (YTD): 24/05/2024 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.901
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -