BNP Paribas Call 88 SEDG 16.01.20.../  DE000PC1G104  /

EUWAX
2024-05-30  8:57:07 AM Chg.-0.08 Bid10:38:57 AM Ask10:38:57 AM Underlying Strike price Expiration date Option type
0.94EUR -7.84% 0.95
Bid Size: 4,200
1.03
Ask Size: 4,200
SolarEdge Technologi... 88.00 USD 2026-01-16 Call
 

Master data

WKN: PC1G10
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SolarEdge Technologies Inc
Type: Warrant
Option type: Call
Strike price: 88.00 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: 4.45
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.61
Parity: -3.65
Time value: 1.01
Break-even: 91.57
Moneyness: 0.55
Premium: 1.04
Premium p.a.: 0.55
Spread abs.: 0.05
Spread %: 5.21%
Delta: 0.48
Theta: -0.02
Omega: 2.14
Rho: 0.19
 

Quote data

Open: 0.94
High: 0.94
Low: 0.94
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.54%
1 Month
  -43.71%
3 Months
  -54.81%
YTD
  -76.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 0.91
1M High / 1M Low: 1.67 0.91
6M High / 6M Low: - -
High (YTD): 2024-01-02 3.84
Low (YTD): 2024-05-24 0.91
52W High: - -
52W Low: - -
Avg. price 1W:   1.00
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -