BNP Paribas Call 160 WM 16.01.202.../  DE000PC1LCV5  /

EUWAX
2024-06-14  9:22:35 AM Chg.+0.08 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
5.22EUR +1.56% -
Bid Size: -
-
Ask Size: -
Waste Management 160.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LCV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 4.97
Intrinsic value: 4.08
Implied volatility: 0.26
Historic volatility: 0.15
Parity: 4.08
Time value: 1.34
Break-even: 203.67
Moneyness: 1.27
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 0.74%
Delta: 0.86
Theta: -0.02
Omega: 3.02
Rho: 1.74
 

Quote data

Open: 5.22
High: 5.22
Low: 5.22
Previous Close: 5.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.38%
1 Month
  -12.27%
3 Months
  -13.72%
YTD  
+49.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.33 5.14
1M High / 1M Low: 6.11 5.12
6M High / 6M Low: 6.40 3.31
High (YTD): 2024-04-25 6.40
Low (YTD): 2024-01-08 3.43
52W High: - -
52W Low: - -
Avg. price 1W:   5.23
Avg. volume 1W:   0.00
Avg. price 1M:   5.60
Avg. volume 1M:   0.00
Avg. price 6M:   5.18
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.11%
Volatility 6M:   44.81%
Volatility 1Y:   -
Volatility 3Y:   -