BNP Paribas Call 65 NWT 16.01.202.../  DE000PC6NJ72  /

EUWAX
6/24/2024  8:29:11 AM Chg.-0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.560EUR -8.20% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 65.00 - 1/16/2026 Call
 

Master data

WKN: PC6NJ7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 1/16/2026
Issue date: 3/14/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.06
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -1.06
Time value: 0.60
Break-even: 71.00
Moneyness: 0.84
Premium: 0.31
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 5.26%
Delta: 0.46
Theta: -0.01
Omega: 4.13
Rho: 0.29
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.75%
1 Month
  -17.65%
3 Months
  -6.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.560
1M High / 1M Low: 0.690 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -