BNP Paribas Call 200 FDX 16.01.20.../  DE000PC25XT8  /

EUWAX
7/26/2024  8:41:19 AM Chg.+0.02 Bid6:36:43 PM Ask6:36:43 PM Underlying Strike price Expiration date Option type
10.49EUR +0.19% 10.52
Bid Size: 9,600
10.57
Ask Size: 9,600
FedEx Corp 200.00 USD 1/16/2026 Call
 

Master data

WKN: PC25XT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 1/16/2026
Issue date: 1/10/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.62
Leverage: Yes

Calculated values

Fair value: 10.26
Intrinsic value: 9.09
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 9.09
Time value: 1.40
Break-even: 289.21
Moneyness: 1.49
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 0.48%
Delta: 0.92
Theta: -0.03
Omega: 2.41
Rho: 2.18
 

Quote data

Open: 10.49
High: 10.49
Low: 10.49
Previous Close: 10.47
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.32%
1 Month  
+6.61%
3 Months  
+28.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.14 10.47
1M High / 1M Low: 11.59 9.84
6M High / 6M Low: 11.59 6.02
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   10.87
Avg. volume 1W:   0.00
Avg. price 1M:   10.59
Avg. volume 1M:   0.00
Avg. price 6M:   7.86
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.62%
Volatility 6M:   80.07%
Volatility 1Y:   -
Volatility 3Y:   -