BNP Paribas Call 180 VEEV 19.12.2.../  DE000PC1LZM5  /

EUWAX
2024-06-07  9:23:20 AM Chg.+0.38 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
3.94EUR +10.67% -
Bid Size: -
-
Ask Size: -
Veeva Systems Inc 180.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LZM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 2.94
Intrinsic value: 0.29
Implied volatility: 0.40
Historic volatility: 0.28
Parity: 0.29
Time value: 3.55
Break-even: 205.04
Moneyness: 1.02
Premium: 0.21
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 1.05%
Delta: 0.65
Theta: -0.04
Omega: 2.89
Rho: 1.11
 

Quote data

Open: 3.94
High: 3.94
Low: 3.94
Previous Close: 3.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.43%
1 Month
  -29.64%
3 Months
  -47.88%
YTD
  -24.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.94 3.08
1M High / 1M Low: 5.94 3.08
6M High / 6M Low: - -
High (YTD): 2024-03-14 8.04
Low (YTD): 2024-06-04 3.08
52W High: - -
52W Low: - -
Avg. price 1W:   3.47
Avg. volume 1W:   0.00
Avg. price 1M:   5.01
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -