BNP Paribas Call 52 NAQ 21.06.202.../  DE000PC1JPJ6  /

EUWAX
2024-05-10  9:14:42 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.810EUR - -
Bid Size: -
-
Ask Size: -
NASDAQ INC. DL... 52.00 - 2024-06-21 Call
 

Master data

WKN: PC1JPJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-06-21
Issue date: 2023-12-11
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.66
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.26
Implied volatility: 1.53
Historic volatility: 0.21
Parity: 0.26
Time value: 0.56
Break-even: 60.20
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 8.22
Spread abs.: -0.02
Spread %: -2.38%
Delta: 0.62
Theta: -0.21
Omega: 4.16
Rho: 0.01
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.770
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.90%
3 Months  
+37.29%
YTD  
+2.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.930 0.770
6M High / 6M Low: - -
High (YTD): 2024-04-12 1.130
Low (YTD): 2024-02-21 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.842
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -