BNP Paribas Call 350 WDAY 16.01.2.../  DE000PC39LQ0  /

EUWAX
2024-12-23  8:22:57 AM Chg.+0.17 Bid8:15:12 PM Ask8:15:12 PM Underlying Strike price Expiration date Option type
2.12EUR +8.72% 1.86
Bid Size: 6,000
1.88
Ask Size: 6,000
Workday Inc 350.00 USD 2026-01-16 Call
 

Master data

WKN: PC39LQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Workday Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-31
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.40
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -7.38
Time value: 2.11
Break-even: 356.56
Moneyness: 0.78
Premium: 0.36
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 0.96%
Delta: 0.36
Theta: -0.06
Omega: 4.51
Rho: 0.79
 

Quote data

Open: 2.12
High: 2.12
Low: 2.12
Previous Close: 1.95
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.95%
1 Month  
+0.95%
3 Months  
+66.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.28 1.95
1M High / 1M Low: 2.31 1.26
6M High / 6M Low: 2.33 0.82
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.86
Avg. volume 1M:   0.00
Avg. price 6M:   1.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.40%
Volatility 6M:   168.60%
Volatility 1Y:   -
Volatility 3Y:   -