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

EUWAX
2024-05-30  8:57:07 AM Chg.-0.060 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.600EUR -9.09% -
Bid Size: -
-
Ask Size: -
SolarEdge Technologi... 120.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2023-12-08
Last trading day: 2026-01-15
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: 0.600
Low: 0.600
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -48.28%
3 Months
  -60.26%
YTD
  -81.01%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.580
1M High / 1M Low: 1.160 0.580
6M High / 6M Low: - -
High (YTD): 2024-01-02 2.970
Low (YTD): 2024-05-24 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.795
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -