BNP Paribas Call 70 ZM 19.12.2025/  DE000PC1H1U6  /

EUWAX
2024-06-17  9:17:24 AM Chg.0.000 Bid6:26:37 PM Ask6:26:37 PM Underlying Strike price Expiration date Option type
0.740EUR 0.00% 0.680
Bid Size: 7,000
0.700
Ask Size: 7,000
Zoom Video Communica... 70.00 USD 2025-12-19 Call
 

Master data

WKN: PC1H1U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Zoom Video Communications Inc
Type: Warrant
Option type: Call
Strike price: 70.00 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: 7.19
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -1.15
Time value: 0.75
Break-even: 72.90
Moneyness: 0.82
Premium: 0.35
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 2.74%
Delta: 0.48
Theta: -0.01
Omega: 3.47
Rho: 0.28
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.00%
1 Month
  -36.75%
3 Months
  -49.32%
YTD
  -62.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.740
1M High / 1M Low: 1.180 0.740
6M High / 6M Low: 1.960 0.740
High (YTD): 2024-01-12 1.800
Low (YTD): 2024-06-14 0.740
52W High: - -
52W Low: - -
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   1.004
Avg. volume 1M:   0.000
Avg. price 6M:   1.355
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.39%
Volatility 6M:   83.56%
Volatility 1Y:   -
Volatility 3Y:   -