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BNP Paribas Call 1300 1N8 20.09.2.../  DE000PC1FJ10  /

Frankfurt Zert./BNP
2024-06-10  9:20:23 PM Chg.-0.040 Bid9:31:55 PM Ask9:31:55 PM Underlying Strike price Expiration date Option type
0.830EUR -4.60% 0.830
Bid Size: 7,340		 0.900
Ask Size: 7,340		 ADYEN N.V. E... 1,300.00 EUR 2024-09-20 Call
 

Master data

WKN: PC1FJ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADYEN N.V. EO-,01
Type: Warrant
Option type: Call
Strike price: 1,300.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-08
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 13.10
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.69
Parity: -0.68
Time value: 0.94
Break-even: 1,394.00
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.56
Spread abs.: 0.07
Spread %: 8.05%
Delta: 0.47
Theta: -0.62
Omega: 6.22
Rho: 1.37
 

Quote data

Open: 0.840
High: 0.880
Low: 0.830
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.06%
1 Month
  -23.15%
3 Months
  -71.48%
YTD
  -34.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.680
1M High / 1M Low: 1.220 0.680
6M High / 6M Low: 3.580 0.650
High (YTD): 2024-03-27 3.580
Low (YTD): 2024-04-30 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   0.911
Avg. volume 1M:   0.000
Avg. price 6M:   1.819
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.16%
Volatility 6M:   225.61%
Volatility 1Y:   -
Volatility 3Y:   -