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BNP Paribas Call 400 MSF 17.01.20.../  DE000PC01RX3  /

Frankfurt Zert./BNP
2024-06-11  9:50:27 PM Chg.+0.300 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
5.380EUR +5.91% 5.490
Bid Size: 12,000		 5.500
Ask Size: 12,000		 MICROSOFT DL-,000... 400.00 - 2025-01-17 Call
 

Master data

WKN: PC01RX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 2.62
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -0.25
Time value: 5.16
Break-even: 451.60
Moneyness: 0.99
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.58
Theta: -0.13
Omega: 4.48
Rho: 1.08
 

Quote data

Open: 5.100
High: 5.400
Low: 5.000
Previous Close: 5.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.12%
1 Month  
+20.09%
3 Months  
+19.82%
YTD  
+62.54%
1 Year  
+127.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.080 4.300
1M High / 1M Low: 5.570 4.060
6M High / 6M Low: 6.040 2.900
High (YTD): 2024-03-21 6.040
Low (YTD): 2024-01-05 2.920
52W High: 2024-03-21 6.040
52W Low: 2023-09-26 1.650
Avg. price 1W:   4.768
Avg. volume 1W:   0.000
Avg. price 1M:   4.892
Avg. volume 1M:   0.000
Avg. price 6M:   4.576
Avg. volume 6M:   0.000
Avg. price 1Y:   3.591
Avg. volume 1Y:   0.000
Volatility 1M:   100.88%
Volatility 6M:   97.34%
Volatility 1Y:   106.67%
Volatility 3Y:   -