BNP Paribas Call 120 SEDG 16.01.2.../  DE000PC1G195  /

Frankfurt Zert./BNP
30/05/2024  13:21:06 Chg.-0.020 Bid30/05/2024 Ask30/05/2024 Underlying Strike price Expiration date Option type
0.610EUR -3.17% 0.610
Bid Size: 4,919
0.690
Ask Size: 4,700
SolarEdge Technologi... 120.00 USD 16/01/2026 Call
 

Master data

WKN: PC1G19
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SolarEdge Technologies Inc
Type: Warrant
Option type: Call
Strike price: 120.00 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: 6.71
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.61
Parity: -6.61
Time value: 0.67
Break-even: 117.80
Moneyness: 0.40
Premium: 1.62
Premium p.a.: 0.80
Spread abs.: 0.05
Spread %: 8.06%
Delta: 0.35
Theta: -0.01
Omega: 2.38
Rho: 0.15
 

Quote data

Open: 0.600
High: 0.610
Low: 0.600
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.17%
1 Month
  -45.54%
3 Months
  -61.39%
YTD
  -80.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.580
1M High / 1M Low: 1.130 0.580
6M High / 6M Low: - -
High (YTD): 02/01/2024 2.880
Low (YTD): 23/05/2024 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.781
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -