BNP Paribas Call 250 FDX 16.01.2026
/ DE000PC1LJA4
BNP Paribas Call 250 FDX 16.01.20.../ DE000PC1LJA4 /
| 8/30/2024 9:50:33 PM |
Chg.+0.030 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.640EUR |
+0.45% |
6.750
Bid Size: 5,700 |
6.790
Ask Size: 5,700 |
FedEx Corp |
250.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1LJA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.43 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
4.41 |
| Time value: |
2.38 |
| Break-even: |
294.20 |
| Moneyness: |
1.20 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.59% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
3.17 |
| Rho: |
2.03 |
Quote data
| Open: |
6.590 |
| High: |
6.680 |
| Low: |
6.500 |
| Previous Close: |
6.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.76% |
| 1 Month |
|
|
-9.78% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+42.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.640 |
6.380 |
| 1M High / 1M Low: |
7.360 |
5.520 |
| 6M High / 6M Low: |
8.130 |
3.660 |
| High (YTD): |
7/16/2024 |
8.130 |
| Low (YTD): |
2/19/2024 |
3.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.516 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.16% |
| Volatility 6M: |
|
114.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
