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

EUWAX
9/10/2024  10:09:08 AM Chg.0.000 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 190.91
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -8.81
Time value: 0.12
Break-even: 318.36
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 2.28
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.07
Theta: -0.03
Omega: 12.54
Rho: 0.04
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.37%
1 Month
  -77.78%
3 Months
  -90.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.100
1M High / 1M Low: 0.440 0.100
6M High / 6M Low: 3.190 0.100
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.274
Avg. volume 1M:   0.000
Avg. price 6M:   1.260
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.01%
Volatility 6M:   358.71%
Volatility 1Y:   -
Volatility 3Y:   -