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BNP Paribas Call 300 CDNS 16.01.2.../  DE000PC1LCM4  /

Frankfurt Zert./BNP
2024-06-25  5:35:19 PM Chg.0.000 Bid5:37:03 PM Ask5:37:03 PM Underlying Strike price Expiration date Option type
6.500EUR 0.00% 6.520
Bid Size: 4,670		 6.540
Ask Size: 4,670		 Cadence Design Syste... 300.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LCM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 300.00 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: 4.47
Leverage: Yes

Calculated values

Fair value: 4.57
Intrinsic value: 0.85
Implied volatility: 0.38
Historic volatility: 0.24
Parity: 0.85
Time value: 5.59
Break-even: 343.93
Moneyness: 1.03
Premium: 0.19
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.31%
Delta: 0.66
Theta: -0.06
Omega: 2.96
Rho: 1.97
 

Quote data

Open: 6.470
High: 6.560
Low: 6.390
Previous Close: 6.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.47%
1 Month  
+17.75%
3 Months
  -14.81%
YTD  
+40.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.750 6.500
1M High / 1M Low: 7.750 4.860
6M High / 6M Low: 8.070 3.600
High (YTD): 2024-03-22 8.070
Low (YTD): 2024-01-05 3.600
52W High: - -
52W Low: - -
Avg. price 1W:   7.204
Avg. volume 1W:   40
Avg. price 1M:   6.038
Avg. volume 1M:   14.286
Avg. price 6M:   5.956
Avg. volume 6M:   24.960
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.85%
Volatility 6M:   88.25%
Volatility 1Y:   -
Volatility 3Y:   -