BNP Paribas Call 180 RL 17.01.202.../  DE000PC25990  /

Frankfurt Zert./BNP
2024-09-23  12:50:34 PM Chg.0.000 Bid12:53:21 PM Ask12:53:21 PM Underlying Strike price Expiration date Option type
1.600EUR 0.00% 1.590
Bid Size: 3,200
1.650
Ask Size: 3,200
Ralph Lauren Corpora... 180.00 USD 2025-01-17 Call
 

Master data

WKN: PC2599
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ralph Lauren Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2025-01-17
Issue date: 2024-01-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.25
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.48
Implied volatility: 0.35
Historic volatility: 0.28
Parity: 0.48
Time value: 1.14
Break-even: 177.50
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 1.25%
Delta: 0.62
Theta: -0.06
Omega: 6.34
Rho: 0.27
 

Quote data

Open: 1.590
High: 1.600
Low: 1.590
Previous Close: 1.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.11%
1 Month  
+31.15%
3 Months
  -18.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.600 1.480
1M High / 1M Low: 1.600 0.990
6M High / 6M Low: 2.770 0.690
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.560
Avg. volume 1W:   0.000
Avg. price 1M:   1.223
Avg. volume 1M:   0.000
Avg. price 6M:   1.518
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.22%
Volatility 6M:   165.81%
Volatility 1Y:   -
Volatility 3Y:   -