BNP Paribas Call 300 CDNS 16.01.2.../  DE000PC1LCM4  /

Frankfurt Zert./BNP
10/07/2024  20:50:24 Chg.+0.210 Bid21:10:11 Ask21:10:11 Underlying Strike price Expiration date Option type
6.820EUR +3.18% 6.830
Bid Size: 4,782
6.870
Ask Size: 4,782
Cadence Design Syste... 300.00 USD 16/01/2026 Call
 

Master data

WKN: PC1LCM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 4.80
Intrinsic value: 1.41
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 1.41
Time value: 5.20
Break-even: 343.51
Moneyness: 1.05
Premium: 0.18
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 0.61%
Delta: 0.68
Theta: -0.06
Omega: 2.98
Rho: 1.99
 

Quote data

Open: 6.560
High: 6.830
Low: 6.560
Previous Close: 6.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.94%
1 Month  
+22.66%
3 Months
  -0.44%
YTD  
+47.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.010 6.610
1M High / 1M Low: 7.750 5.560
6M High / 6M Low: 8.070 4.090
High (YTD): 22/03/2024 8.070
Low (YTD): 05/01/2024 3.600
52W High: - -
52W Low: - -
Avg. price 1W:   6.768
Avg. volume 1W:   0.000
Avg. price 1M:   6.682
Avg. volume 1M:   18.182
Avg. price 6M:   6.143
Avg. volume 6M:   25.354
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.81%
Volatility 6M:   84.23%
Volatility 1Y:   -
Volatility 3Y:   -