BNP Paribas Call 115 SEDG 16.01.2.../  DE000PC1G187  /

Frankfurt Zert./BNP
2024-05-30  9:50:42 PM Chg.-0.010 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
0.670EUR -1.47% 0.680
Bid Size: 4,412
0.730
Ask Size: 4,400
SolarEdge Technologi... 115.00 USD 2026-01-16 Call
 

Master data

WKN: PC1G18
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SolarEdge Technologies Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.33
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.61
Parity: -6.15
Time value: 0.71
Break-even: 113.57
Moneyness: 0.42
Premium: 1.53
Premium p.a.: 0.76
Spread abs.: 0.05
Spread %: 7.58%
Delta: 0.37
Theta: -0.01
Omega: 2.35
Rho: 0.16
 

Quote data

Open: 0.640
High: 0.710
Low: 0.640
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.06%
1 Month
  -43.22%
3 Months
  -59.39%
YTD
  -79.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.620
1M High / 1M Low: 1.190 0.620
6M High / 6M Low: - -
High (YTD): 2024-01-02 2.990
Low (YTD): 2024-05-23 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.831
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -