BNP Paribas Call 135 JNJ 17.01.20.../  DE000PC8HL90  /

EUWAX
5/31/2024  1:30:42 PM Chg.+0.12 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.54EUR +8.45% -
Bid Size: -
-
Ask Size: -
Johnson and Johnson 135.00 USD 1/17/2025 Call
 

Master data

WKN: PC8HL9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Johnson and Johnson
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 1/17/2025
Issue date: 4/17/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.24
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.08
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 1.08
Time value: 0.56
Break-even: 140.84
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.61%
Delta: 0.78
Theta: -0.02
Omega: 6.45
Rho: 0.56
 

Quote data

Open: 1.52
High: 1.54
Low: 1.52
Previous Close: 1.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.20%
1 Month
  -21.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.70 1.42
1M High / 1M Low: 2.17 1.42
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -