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BNP Paribas Call 250 CDNS 19.12.2.../  DE000PC1LCJ0  /

Frankfurt Zert./BNP
9/18/2024  12:50:38 PM Chg.+0.080 Bid9/18/2024 Ask9/18/2024 Underlying Strike price Expiration date Option type
6.130EUR +1.32% 6.130
Bid Size: 3,164		 6.150
Ask Size: 3,164		 Cadence Design Syste... 250.00 USD 12/19/2025 Call
 

Master data

WKN: PC1LCJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 250.00 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: 4.08
Leverage: Yes

Calculated values

Fair value: 4.62
Intrinsic value: 2.23
Implied volatility: 0.42
Historic volatility: 0.27
Parity: 2.23
Time value: 3.83
Break-even: 285.38
Moneyness: 1.10
Premium: 0.16
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.17%
Delta: 0.70
Theta: -0.05
Omega: 2.86
Rho: 1.41
 

Quote data

Open: 6.060
High: 6.130
Low: 6.060
Previous Close: 6.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.27%
1 Month
  -7.82%
3 Months
  -41.40%
YTD
  -9.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.050 5.460
1M High / 1M Low: 6.740 4.550
6M High / 6M Low: 10.720 4.550
High (YTD): 3/22/2024 10.720
Low (YTD): 9/6/2024 4.550
52W High: - -
52W Low: - -
Avg. price 1W:   5.804
Avg. volume 1W:   0.000
Avg. price 1M:   5.620
Avg. volume 1M:   0.000
Avg. price 6M:   7.643
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.61%
Volatility 6M:   90.79%
Volatility 1Y:   -
Volatility 3Y:   -