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

Frankfurt Zert./BNP
7/12/2024  9:50:23 PM Chg.-0.250 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
11.910EUR -2.06% 11.940
Bid Size: 4,000
11.980
Ask Size: 4,000
First Solar Inc 120.00 USD 1/16/2026 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: 1/16/2026
Issue date: 3/21/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.79
Leverage: Yes

Calculated values

Fair value: 11.33
Intrinsic value: 10.38
Implied volatility: 0.62
Historic volatility: 0.45
Parity: 10.38
Time value: 1.60
Break-even: 229.83
Moneyness: 1.94
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 0.34%
Delta: 0.91
Theta: -0.03
Omega: 1.62
Rho: 1.12
 

Quote data

Open: 12.110
High: 12.310
Low: 11.910
Previous Close: 12.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.72%
1 Month
  -24.04%
3 Months  
+44.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.160 11.370
1M High / 1M Low: 15.680 10.840
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   11.748
Avg. volume 1W:   0.000
Avg. price 1M:   12.922
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -