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BNP Paribas Call 60 NWT 16.01.202.../  DE000PC1JLR8  /

Frankfurt Zert./BNP
2024-09-26  1:50:47 PM Chg.0.000 Bid1:54:40 PM Ask1:54:40 PM Underlying Strike price Expiration date Option type
0.420EUR 0.00% 0.420
Bid Size: 38,200		 0.430
Ask Size: 38,200		 WELLS FARGO + CO.DL ... 60.00 - 2026-01-16 Call
 

Master data

WKN: PC1JLR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.20
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.22
Parity: -1.18
Time value: 0.43
Break-even: 64.30
Moneyness: 0.80
Premium: 0.33
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.40
Theta: -0.01
Omega: 4.46
Rho: 0.19
 

Quote data

Open: 0.430
High: 0.430
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month
  -28.81%
3 Months
  -40.00%
YTD
  -6.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.420
1M High / 1M Low: 0.690 0.360
6M High / 6M Low: 1.050 0.360
High (YTD): 2024-05-10 1.050
Low (YTD): 2024-01-18 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.529
Avg. volume 1M:   0.000
Avg. price 6M:   0.745
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.41%
Volatility 6M:   116.47%
Volatility 1Y:   -
Volatility 3Y:   -