BNP Paribas Call 350 CDNS 20.12.2.../  DE000PC4AF08  /

EUWAX
7/10/2024  10:42:23 AM Chg.-0.13 Bid4:31:08 PM Ask4:31:08 PM Underlying Strike price Expiration date Option type
1.59EUR -7.56% 1.69
Bid Size: 7,670
1.70
Ask Size: 7,670
Cadence Design Syste... 350.00 USD 12/20/2024 Call
 

Master data

WKN: PC4AF0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 12/20/2024
Issue date: 1/31/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.00
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -3.21
Time value: 1.62
Break-even: 339.85
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 0.62%
Delta: 0.39
Theta: -0.09
Omega: 7.05
Rho: 0.44
 

Quote data

Open: 1.60
High: 1.60
Low: 1.59
Previous Close: 1.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.17%
1 Month  
+50.00%
3 Months
  -35.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.70
1M High / 1M Low: 2.44 1.06
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.75
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -