BNP Paribas Call 160 FSLR 16.01.2.../  DE000PC1F718  /

Frankfurt Zert./BNP
2024-11-12  9:50:33 PM Chg.-0.720 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
5.380EUR -11.80% 5.330
Bid Size: 9,000
5.350
Ask Size: 9,000
First Solar Inc 160.00 USD 2026-01-16 Call
 

Master data

WKN: PC1F71
Issuer: BNP PARIBAS
Currency: EUR
Underlying: First Solar Inc
Type: Warrant
Option type: Call
Strike price: 160.00 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: 2.96
Leverage: Yes

Calculated values

Fair value: 5.61
Intrinsic value: 3.17
Implied volatility: 0.58
Historic volatility: 0.49
Parity: 3.17
Time value: 2.97
Break-even: 211.45
Moneyness: 1.21
Premium: 0.16
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.33%
Delta: 0.75
Theta: -0.05
Omega: 2.22
Rho: 0.88
 

Quote data

Open: 6.130
High: 6.130
Low: 5.310
Previous Close: 6.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.13%
1 Month
  -27.49%
3 Months
  -35.34%
YTD
  -2.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.700 6.010
1M High / 1M Low: 7.740 6.010
6M High / 6M Low: 15.080 6.010
High (YTD): 2024-06-12 15.080
Low (YTD): 2024-02-05 3.550
52W High: - -
52W Low: - -
Avg. price 1W:   6.440
Avg. volume 1W:   0.000
Avg. price 1M:   6.790
Avg. volume 1M:   0.000
Avg. price 6M:   9.090
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.32%
Volatility 6M:   124.22%
Volatility 1Y:   -
Volatility 3Y:   -