BNP Paribas Call 200 VEEV 20.09.2.../  DE000PC39YJ8  /

EUWAX
5/30/2024  8:18:24 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.46EUR - -
Bid Size: -
-
Ask Size: -
Veeva Systems Inc 200.00 USD 9/20/2024 Call
 

Master data

WKN: PC39YJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 9/20/2024
Issue date: 1/31/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.69
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -2.37
Time value: 0.45
Break-even: 188.86
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.70
Spread abs.: 0.03
Spread %: 7.14%
Delta: 0.27
Theta: -0.05
Omega: 9.77
Rho: 0.12
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.56%
1 Month
  -24.35%
3 Months
  -58.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.83 1.46
1M High / 1M Low: 2.35 1.46
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -