BNP Paribas Call 200 FI 16.01.2026
/ DE000PC6NPD0
BNP Paribas Call 200 FI 16.01.202.../ DE000PC6NPD0 /
| 15/11/2024 16:35:33 |
Chg.-0.070 |
Bid16:40:54 |
Ask16:40:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
-2.10% |
3.260
Bid Size: 7,000 |
3.290
Ask Size: 7,000 |
Fiserv |
200.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC6NPD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
14/03/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
1.03 |
| Time value: |
2.33 |
| Break-even: |
223.54 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
3.99 |
| Rho: |
1.18 |
Quote data
| Open: |
3.250 |
| High: |
3.280 |
| Low: |
3.230 |
| Previous Close: |
3.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.91% |
| 1 Month |
|
|
+47.30% |
| 3 Months |
|
|
+237.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.610 |
3.300 |
| 1M High / 1M Low: |
3.610 |
2.220 |
| 6M High / 6M Low: |
3.610 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.819 |
| Avg. volume 1M: |
|
168.696 |
| Avg. price 6M: |
|
1.278 |
| Avg. volume 6M: |
|
29.394 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.11% |
| Volatility 6M: |
|
103.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
