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BNP Paribas Call 250 CDNS 19.12.2.../  DE000PC1LCJ0  /

Frankfurt Zert./BNP
2024-06-25  9:50:30 PM Chg.+0.090 Bid9:59:25 PM Ask9:59:25 PM Underlying Strike price Expiration date Option type
9.250EUR +0.98% 9.250
Bid Size: 3,071		 9.290
Ask Size: 3,071		 Cadence Design Syste... 250.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LCJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 250.00 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: 3.17
Leverage: Yes

Calculated values

Fair value: 7.42
Intrinsic value: 5.51
Implied volatility: 0.41
Historic volatility: 0.24
Parity: 5.51
Time value: 3.59
Break-even: 323.94
Moneyness: 1.24
Premium: 0.12
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 0.44%
Delta: 0.78
Theta: -0.05
Omega: 2.48
Rho: 1.99
 

Quote data

Open: 9.130
High: 9.250
Low: 9.030
Previous Close: 9.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.57%
1 Month  
+16.06%
3 Months
  -9.40%
YTD  
+37.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.630 9.160
1M High / 1M Low: 10.630 7.170
6M High / 6M Low: 10.720 5.440
High (YTD): 2024-03-22 10.720
Low (YTD): 2024-01-05 5.440
52W High: - -
52W Low: - -
Avg. price 1W:   9.984
Avg. volume 1W:   0.000
Avg. price 1M:   8.600
Avg. volume 1M:   0.000
Avg. price 6M:   8.361
Avg. volume 6M:   2
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.90%
Volatility 6M:   73.12%
Volatility 1Y:   -
Volatility 3Y:   -