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BNP Paribas Call 1500 1N8 20.09.2.../  DE000PC1FJ69  /

EUWAX
2024-06-11  10:20:47 AM Chg.-0.010 Bid11:04:11 AM Ask11:04:11 AM Underlying Strike price Expiration date Option type
0.340EUR -2.86% 0.350
Bid Size: 72,600		 0.360
Ask Size: 72,600		 ADYEN N.V. E... 1,500.00 EUR 2024-09-20 Call
 

Master data

WKN: PC1FJ6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADYEN N.V. EO-,01
Type: Warrant
Option type: Call
Strike price: 1,500.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-08
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 31.41
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.69
Parity: -2.75
Time value: 0.39
Break-even: 1,539.00
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 1.28
Spread abs.: 0.07
Spread %: 21.88%
Delta: 0.25
Theta: -0.49
Omega: 7.82
Rho: 0.74
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.24%
1 Month
  -22.73%
3 Months
  -80.79%
YTD
  -46.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.290
1M High / 1M Low: 0.570 0.260
6M High / 6M Low: 2.250 0.220
High (YTD): 2024-03-28 2.250
Low (YTD): 2024-05-02 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   1.009
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.76%
Volatility 6M:   260.51%
Volatility 1Y:   -
Volatility 3Y:   -