BNP Paribas Call 70 SEDG 16.01.20.../  DE000PC1G1R3  /

EUWAX
2024-05-30  8:57:07 AM Chg.-0.09 Bid10:43:39 AM Ask10:43:39 AM Underlying Strike price Expiration date Option type
1.25EUR -6.72% 1.26
Bid Size: 4,300
1.34
Ask Size: 4,300
SolarEdge Technologi... 70.00 USD 2026-01-16 Call
 

Master data

WKN: PC1G1R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SolarEdge Technologies Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.61
Parity: -1.98
Time value: 1.32
Break-even: 78.01
Moneyness: 0.69
Premium: 0.74
Premium p.a.: 0.40
Spread abs.: 0.05
Spread %: 3.94%
Delta: 0.58
Theta: -0.02
Omega: 1.97
Rho: 0.21
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.11%
1 Month
  -40.19%
3 Months
  -50.40%
YTD
  -73.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 1.21
1M High / 1M Low: 2.09 1.21
6M High / 6M Low: - -
High (YTD): 2024-01-02 4.46
Low (YTD): 2024-05-24 1.21
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -