BNP Paribas Call 120 AMAT 16.01.2.../  DE000PC1FQQ7  /

Frankfurt Zert./BNP
2024-07-30  9:50:33 PM Chg.-0.800 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
8.320EUR -8.77% 8.280
Bid Size: 3,600
8.300
Ask Size: 3,600
Applied Materials In... 120.00 USD 2026-01-16 Call
 

Master data

WKN: PC1FQQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Applied Materials Inc
Type: Warrant
Option type: Call
Strike price: 120.00 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: 2.10
Leverage: Yes

Calculated values

Fair value: 8.63
Intrinsic value: 7.91
Implied volatility: 0.46
Historic volatility: 0.32
Parity: 7.91
Time value: 1.14
Break-even: 201.41
Moneyness: 1.71
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.22%
Delta: 0.91
Theta: -0.02
Omega: 1.91
Rho: 1.21
 

Quote data

Open: 9.040
High: 9.250
Low: 8.320
Previous Close: 9.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.83%
1 Month
  -30.03%
3 Months
  -7.04%
YTD  
+45.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.250 8.830
1M High / 1M Low: 13.430 8.830
6M High / 6M Low: 13.430 5.840
High (YTD): 2024-07-10 13.430
Low (YTD): 2024-01-05 4.690
52W High: - -
52W Low: - -
Avg. price 1W:   9.314
Avg. volume 1W:   0.000
Avg. price 1M:   11.266
Avg. volume 1M:   0.000
Avg. price 6M:   9.713
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.53%
Volatility 6M:   70.94%
Volatility 1Y:   -
Volatility 3Y:   -