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

EUWAX
05/08/2024  10:25:00 Chg.-0.94 Bid15:14:20 Ask15:14:20 Underlying Strike price Expiration date Option type
4.07EUR -18.76% 3.82
Bid Size: 1,537
-
Ask Size: -
Cadence Design Syste... 250.00 USD 19/12/2025 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: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.88
Leverage: Yes

Calculated values

Fair value: 3.25
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.26
Parity: -0.03
Time value: 4.69
Break-even: 276.03
Moneyness: 1.00
Premium: 0.21
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.63
Theta: -0.05
Omega: 3.08
Rho: 1.34
 

Quote data

Open: 4.07
High: 4.07
Low: 4.07
Previous Close: 5.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.51%
1 Month
  -57.16%
3 Months
  -42.02%
YTD
  -39.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.71 4.99
1M High / 1M Low: 9.78 4.99
6M High / 6M Low: 10.79 4.99
High (YTD): 22/03/2024 10.79
Low (YTD): 31/07/2024 4.99
52W High: - -
52W Low: - -
Avg. price 1W:   5.20
Avg. volume 1W:   0.00
Avg. price 1M:   7.44
Avg. volume 1M:   0.00
Avg. price 6M:   8.53
Avg. volume 6M:   .45
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.28%
Volatility 6M:   90.06%
Volatility 1Y:   -
Volatility 3Y:   -