BNP Paribas Call 120 AMAT 16.01.2026
/ DE000PC1FQQ7
BNP Paribas Call 120 AMAT 16.01.2.../ DE000PC1FQQ7 /
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: |
|
- |