BNP Paribas Call 135 JNJ 20.12.20.../  DE000PC8HL82  /

EUWAX
6/10/2024  8:39:32 AM Chg.+0.04 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.56EUR +2.63% -
Bid Size: -
-
Ask Size: -
Johnson and Johnson 135.00 USD 12/20/2024 Call
 

Master data

WKN: PC8HL8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Johnson and Johnson
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 12/20/2024
Issue date: 4/17/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.64
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.12
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 1.12
Time value: 0.46
Break-even: 141.05
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.64%
Delta: 0.80
Theta: -0.02
Omega: 6.92
Rho: 0.49
 

Quote data

Open: 1.56
High: 1.56
Low: 1.56
Previous Close: 1.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.29%
1 Month
  -12.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.48
1M High / 1M Low: 2.13 1.36
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -