BNP Paribas Call 90 SEDG 16.01.20.../  DE000PC1G112  /

EUWAX
2024-05-30  8:57:07 AM Chg.-0.070 Bid10:37:26 AM Ask10:37:26 AM Underlying Strike price Expiration date Option type
0.920EUR -7.07% 0.920
Bid Size: 4,200
1.000
Ask Size: 4,200
SolarEdge Technologi... 90.00 USD 2026-01-16 Call
 

Master data

WKN: PC1G11
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SolarEdge Technologies Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 4.59
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.61
Parity: -3.84
Time value: 0.98
Break-even: 93.12
Moneyness: 0.54
Premium: 1.07
Premium p.a.: 0.56
Spread abs.: 0.05
Spread %: 5.38%
Delta: 0.47
Theta: -0.02
Omega: 2.16
Rho: 0.19
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.12%
1 Month
  -43.56%
3 Months
  -54.68%
YTD
  -76.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.880
1M High / 1M Low: 1.630 0.880
6M High / 6M Low: - -
High (YTD): 2024-01-02 3.770
Low (YTD): 2024-05-24 0.880
52W High: - -
52W Low: - -
Avg. price 1W:   0.968
Avg. volume 1W:   0.000
Avg. price 1M:   1.171
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -