BNP Paribas Call 40 NWT 19.12.2025
/ DE000PC1JLJ5
BNP Paribas Call 40 NWT 19.12.202.../ DE000PC1JLJ5 /
| 2024-07-09 9:50:25 PM |
Chg.+0.080 |
Bid9:57:03 PM |
Ask9:57:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
+4.06% |
2.050
Bid Size: 15,700 |
2.070
Ask Size: 15,700 |
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: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
1.45 |
| Time value: |
0.54 |
| Break-even: |
59.90 |
| Moneyness: |
1.36 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.27 |
| Rho: |
0.37 |
Quote data
| Open: |
1.990 |
| High: |
2.080 |
| Low: |
1.960 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
+7.33% |
| YTD |
|
|
+61.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.970 |
| 1M High / 1M Low: |
2.150 |
1.850 |
| 6M High / 6M Low: |
2.290 |
1.050 |
| High (YTD): |
2024-05-10 |
2.290 |
| Low (YTD): |
2024-01-18 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.966 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.796 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.09% |
| Volatility 6M: |
|
57.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
