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BNP Paribas Call 1400 1N8 20.09.2.../  DE000PC1FJ44  /

Frankfurt Zert./BNP
2024-06-11  6:20:52 PM Chg.-0.070 Bid6:31:57 PM Ask6:31:57 PM Underlying Strike price Expiration date Option type
0.450EUR -13.46% 0.450
Bid Size: 12,000		 0.520
Ask Size: 12,000		 ADYEN N.V. E... 1,400.00 EUR 2024-09-20 Call
 

Master data

WKN: PC1FJ4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADYEN N.V. EO-,01
Type: Warrant
Option type: Call
Strike price: 1,400.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-08
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 20.41
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.69
Parity: -1.75
Time value: 0.60
Break-even: 1,460.00
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.89
Spread abs.: 0.07
Spread %: 13.21%
Delta: 0.35
Theta: -0.57
Omega: 7.06
Rho: 1.01
 

Quote data

Open: 0.520
High: 0.560
Low: 0.450
Previous Close: 0.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.27%
1 Month
  -37.50%
3 Months
  -80.52%
YTD
  -50.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.440
1M High / 1M Low: 0.830 0.430
6M High / 6M Low: 2.870 0.420
High (YTD): 2024-03-27 2.870
Low (YTD): 2024-05-02 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   1.365
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.72%
Volatility 6M:   254.11%
Volatility 1Y:   -
Volatility 3Y:   -