BNP Paribas Call 60 ZM 16.01.2026/  DE000PC1H1X0  /

EUWAX
2024-09-26  9:05:02 AM Chg.-0.01 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.56EUR -0.64% -
Bid Size: -
-
Ask Size: -
Zoom Video Communica... 60.00 USD 2026-01-16 Call
 

Master data

WKN: PC1H1X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Zoom Video Communications Inc
Type: Warrant
Option type: Call
Strike price: 60.00 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: 3.99
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.71
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 0.71
Time value: 0.82
Break-even: 69.21
Moneyness: 1.13
Premium: 0.13
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 2.00%
Delta: 0.73
Theta: -0.01
Omega: 2.90
Rho: 0.38
 

Quote data

Open: 1.56
High: 1.56
Low: 1.56
Previous Close: 1.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.12%
1 Month
  -7.69%
3 Months  
+43.12%
YTD
  -36.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.44
1M High / 1M Low: 1.85 1.44
6M High / 6M Low: 1.90 0.85
High (YTD): 2024-01-12 2.28
Low (YTD): 2024-08-05 0.85
52W High: - -
52W Low: - -
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.58
Avg. volume 1M:   0.00
Avg. price 6M:   1.37
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.06%
Volatility 6M:   91.10%
Volatility 1Y:   -
Volatility 3Y:   -