BNP Paribas Call 32 PINS 19.12.20.../  DE000PC1LNR0  /

Frankfurt Zert./BNP
2024-07-05  7:50:29 PM Chg.+0.040 Bid7:53:50 PM Ask7:53:50 PM Underlying Strike price Expiration date Option type
1.550EUR +2.65% 1.540
Bid Size: 47,000
1.560
Ask Size: 47,000
Pinterest Inc 32.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LNR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.59
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.03
Implied volatility: 0.51
Historic volatility: 0.39
Parity: 1.03
Time value: 0.51
Break-even: 45.00
Moneyness: 1.35
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.32%
Delta: 0.81
Theta: -0.01
Omega: 2.10
Rho: 0.25
 

Quote data

Open: 1.500
High: 1.560
Low: 1.500
Previous Close: 1.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.32%
1 Month  
+13.14%
3 Months  
+59.79%
YTD  
+33.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.620 1.510
1M High / 1M Low: 1.700 1.370
6M High / 6M Low: 1.700 0.860
High (YTD): 2024-06-25 1.700
Low (YTD): 2024-04-25 0.860
52W High: - -
52W Low: - -
Avg. price 1W:   1.550
Avg. volume 1W:   0.000
Avg. price 1M:   1.579
Avg. volume 1M:   0.000
Avg. price 6M:   1.232
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.44%
Volatility 6M:   96.51%
Volatility 1Y:   -
Volatility 3Y:   -