BNP Paribas Call 50 NWT 16.01.202.../  DE000PC1JLQ0  /

Frankfurt Zert./BNP
2024-06-24  4:35:27 PM Chg.+0.090 Bid2024-06-24 Ask2024-06-24 Underlying Strike price Expiration date Option type
1.370EUR +7.03% 1.370
Bid Size: 36,600
1.390
Ask Size: 36,600
WELLS FARGO + CO.DL ... 50.00 - 2026-01-16 Call
 

Master data

WKN: PC1JLQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.18
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.44
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 0.44
Time value: 0.86
Break-even: 63.00
Moneyness: 1.09
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.56%
Delta: 0.70
Theta: -0.01
Omega: 2.94
Rho: 0.40
 

Quote data

Open: 1.280
High: 1.370
Low: 1.280
Previous Close: 1.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.03%
1 Month
  -5.52%
3 Months  
+8.73%
YTD  
+73.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 1.280
1M High / 1M Low: 1.450 1.220
6M High / 6M Low: 1.620 0.610
High (YTD): 2024-05-10 1.620
Low (YTD): 2024-01-18 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   1.312
Avg. volume 1W:   0.000
Avg. price 1M:   1.318
Avg. volume 1M:   0.000
Avg. price 6M:   1.162
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.19%
Volatility 6M:   73.02%
Volatility 1Y:   -
Volatility 3Y:   -