BNP Paribas Call 95 SEDG 16.01.20.../  DE000PC1G138  /

EUWAX
2024-05-30  8:57:07 AM Chg.-0.070 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.850EUR -7.61% -
Bid Size: -
-
Ask Size: -
SolarEdge Technologi... 95.00 USD 2026-01-16 Call
 

Master data

WKN: PC1G13
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SolarEdge Technologies Inc
Type: Warrant
Option type: Call
Strike price: 95.00 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: 4.89
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.61
Parity: -4.30
Time value: 0.92
Break-even: 97.15
Moneyness: 0.51
Premium: 1.16
Premium p.a.: 0.60
Spread abs.: 0.05
Spread %: 5.75%
Delta: 0.45
Theta: -0.02
Omega: 2.20
Rho: 0.18
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.27%
1 Month
  -44.44%
3 Months
  -55.96%
YTD
  -77.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.820
1M High / 1M Low: 1.530 0.820
6M High / 6M Low: - -
High (YTD): 2024-01-02 3.620
Low (YTD): 2024-05-24 0.820
52W High: - -
52W Low: - -
Avg. price 1W:   0.902
Avg. volume 1W:   0.000
Avg. price 1M:   1.095
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -