BNP Paribas Call 32 PINS 16.01.20.../  DE000PC1LN24  /

Frankfurt Zert./BNP
2024-07-12  1:50:37 PM Chg.-0.010 Bid2:04:57 PM Ask2:04:57 PM Underlying Strike price Expiration date Option type
1.420EUR -0.70% 1.430
Bid Size: 23,500
1.450
Ask Size: 23,500
Pinterest Inc 32.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LN2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 0.93
Implied volatility: 0.50
Historic volatility: 0.38
Parity: 0.93
Time value: 0.52
Break-even: 43.93
Moneyness: 1.32
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.40%
Delta: 0.80
Theta: -0.01
Omega: 2.14
Rho: 0.25
 

Quote data

Open: 1.420
High: 1.430
Low: 1.420
Previous Close: 1.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.19%
1 Month
  -11.25%
3 Months  
+51.06%
YTD  
+20.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.560 1.430
1M High / 1M Low: 1.710 1.430
6M High / 6M Low: 1.710 0.860
High (YTD): 2024-06-25 1.710
Low (YTD): 2024-04-25 0.860
52W High: - -
52W Low: - -
Avg. price 1W:   1.510
Avg. volume 1W:   0.000
Avg. price 1M:   1.577
Avg. volume 1M:   0.000
Avg. price 6M:   1.247
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.51%
Volatility 6M:   94.86%
Volatility 1Y:   -
Volatility 3Y:   -