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BNP Paribas Call 200 CRWD 19.12.2.../  DE000PC1HYG8  /

Frankfurt Zert./BNP
9/9/2024  4:55:31 PM Chg.-0.140 Bid4:59:10 PM Ask4:59:10 PM Underlying Strike price Expiration date Option type
7.510EUR -1.83% 7.420
Bid Size: 12,000		 7.460
Ask Size: 12,000		 CrowdStrike Holdings... 200.00 USD 12/19/2025 Call
 

Master data

WKN: PC1HYG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CrowdStrike Holdings Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 6.55
Intrinsic value: 4.18
Implied volatility: 0.54
Historic volatility: 0.40
Parity: 4.18
Time value: 3.43
Break-even: 256.50
Moneyness: 1.23
Premium: 0.15
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 0.53%
Delta: 0.76
Theta: -0.05
Omega: 2.23
Rho: 1.20
 

Quote data

Open: 7.560
High: 7.810
Low: 7.490
Previous Close: 7.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.42%
1 Month
  -2.97%
3 Months
  -54.98%
YTD
  -16.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.070 7.650
1M High / 1M Low: 10.070 7.530
6M High / 6M Low: 20.630 6.170
High (YTD): 6/17/2024 20.630
Low (YTD): 8/2/2024 6.170
52W High: - -
52W Low: - -
Avg. price 1W:   8.710
Avg. volume 1W:   0.000
Avg. price 1M:   8.954
Avg. volume 1M:   0.000
Avg. price 6M:   13.951
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.77%
Volatility 6M:   89.11%
Volatility 1Y:   -
Volatility 3Y:   -