BNP Paribas Call 40 NWT 19.12.2025
/ DE000PC1JLJ5
BNP Paribas Call 40 NWT 19.12.202.../ DE000PC1JLJ5 /
| 2024-08-02 9:50:30 PM |
Chg.-0.310 |
Bid9:56:20 PM |
Ask9:56:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
-17.71% |
1.450
Bid Size: 19,200 |
1.470
Ask Size: 19,200 |
WELLS FARGO + CO.DL ... |
40.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC1JLJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
0.88 |
| Time value: |
0.59 |
| Break-even: |
54.70 |
| Moneyness: |
1.22 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
2.58 |
| Rho: |
0.32 |
Quote data
| Open: |
1.730 |
| High: |
1.730 |
| Low: |
1.420 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.10% |
| 1 Month |
|
|
-31.43% |
| 3 Months |
|
|
-31.43% |
| YTD |
|
|
+13.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.440 |
| 1M High / 1M Low: |
2.100 |
1.440 |
| 6M High / 6M Low: |
2.290 |
1.180 |
| High (YTD): |
2024-05-10 |
2.290 |
| Low (YTD): |
2024-01-18 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.904 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.80% |
| Volatility 6M: |
|
67.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
