BNP Paribas Call 60 ZM 19.12.2025/  DE000PC1H1T8  /

Frankfurt Zert./BNP
2024-06-07  9:50:40 PM Chg.-0.010 Bid9:54:12 PM Ask9:54:12 PM Underlying Strike price Expiration date Option type
1.410EUR -0.70% 1.410
Bid Size: 3,500
1.430
Ask Size: 3,500
Zoom Video Communica... 60.00 USD 2025-12-19 Call
 

Master data

WKN: PC1H1T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Zoom Video Communications Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.07
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.26
Implied volatility: 0.42
Historic volatility: 0.26
Parity: 0.26
Time value: 1.17
Break-even: 69.85
Moneyness: 1.05
Premium: 0.20
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.42%
Delta: 0.68
Theta: -0.01
Omega: 2.75
Rho: 0.38
 

Quote data

Open: 1.410
High: 1.450
Low: 1.390
Previous Close: 1.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.63%
1 Month
  -2.08%
3 Months
  -25.79%
YTD
  -41.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 1.330
1M High / 1M Low: 1.590 1.270
6M High / 6M Low: - -
High (YTD): 2024-01-12 2.220
Low (YTD): 2024-05-30 1.270
52W High: - -
52W Low: - -
Avg. price 1W:   1.368
Avg. volume 1W:   0.000
Avg. price 1M:   1.454
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -