BNP Paribas Call 120 FSLR 16.01.2.../  DE000PC610M1  /

Frankfurt Zert./BNP
2024-06-27  9:50:25 PM Chg.+0.040 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
13.520EUR +0.30% 13.640
Bid Size: 3,500
13.680
Ask Size: 3,500
First Solar Inc 120.00 USD 2026-01-16 Call
 

Master data

WKN: PC610M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: First Solar Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2026-01-16
Issue date: 2024-03-21
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.71
Leverage: Yes

Calculated values

Fair value: 12.90
Intrinsic value: 11.98
Implied volatility: 0.63
Historic volatility: 0.44
Parity: 11.98
Time value: 1.60
Break-even: 248.16
Moneyness: 2.07
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 0.30%
Delta: 0.92
Theta: -0.03
Omega: 1.57
Rho: 1.20
 

Quote data

Open: 13.230
High: 13.680
Low: 13.110
Previous Close: 13.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.90%
1 Month
  -13.33%
3 Months  
+97.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.680 13.480
1M High / 1M Low: 17.930 13.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   14.296
Avg. volume 1W:   0.000
Avg. price 1M:   15.383
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -