BNP Paribas Call 80 WFC 16.01.202.../  DE000PC872V8  /

EUWAX
2024-09-26  8:53:12 AM Chg.-0.001 Bid4:28:23 PM Ask4:28:23 PM Underlying Strike price Expiration date Option type
0.079EUR -1.25% -
Bid Size: -
-
Ask Size: -
Wells Fargo and Comp... 80.00 USD 2026-01-16 Call
 

Master data

WKN: PC872V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Wells Fargo and Company
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2026-01-16
Issue date: 2024-05-03
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.15
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -2.37
Time value: 0.10
Break-even: 72.86
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 25.64%
Delta: 0.15
Theta: 0.00
Omega: 7.33
Rho: 0.08
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.00%
1 Month
  -21.00%
3 Months
  -56.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.080
1M High / 1M Low: 0.160 0.066
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   296.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -