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BNP Paribas Call 120 A 16.01.2026/  DE000PC1LXA5  /

Frankfurt Zert./BNP
2024-12-20  9:55:21 PM Chg.+0.030 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
2.770EUR +1.09% 2.780
Bid Size: 5,200		 2.790
Ask Size: 5,200		 Agilent Technologies 120.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LXA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.62
Leverage: Yes

Calculated values

Fair value: 2.26
Intrinsic value: 1.39
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 1.39
Time value: 1.40
Break-even: 142.96
Moneyness: 1.12
Premium: 0.11
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.36%
Delta: 0.72
Theta: -0.03
Omega: 3.31
Rho: 0.69
 

Quote data

Open: 2.720
High: 2.860
Low: 2.670
Previous Close: 2.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.36%
1 Month
  -1.42%
3 Months
  -9.18%
YTD
  -25.34%
1 Year
  -25.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.990 2.730
1M High / 1M Low: 3.460 2.720
6M High / 6M Low: 3.690 2.210
High (YTD): 2024-05-20 4.720
Low (YTD): 2024-11-19 2.210
52W High: 2024-05-20 4.720
52W Low: 2024-11-19 2.210
Avg. price 1W:   2.828
Avg. volume 1W:   0.000
Avg. price 1M:   3.019
Avg. volume 1M:   0.000
Avg. price 6M:   3.001
Avg. volume 6M:   0.000
Avg. price 1Y:   3.296
Avg. volume 1Y:   0.000
Volatility 1M:   81.93%
Volatility 6M:   81.24%
Volatility 1Y:   76.08%
Volatility 3Y:   -