BNP Paribas Call 400 CDNS 19.12.2.../  DE000PC4AF32  /

EUWAX
06/09/2024  15:27:26 Chg.-0.070 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.900EUR -7.22% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 400.00 USD 19/12/2025 Call
 

Master data

WKN: PC4AF3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.27
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -13.76
Time value: 0.92
Break-even: 370.04
Moneyness: 0.62
Premium: 0.66
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 2.22%
Delta: 0.21
Theta: -0.03
Omega: 5.05
Rho: 0.48
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.42%
1 Month
  -11.76%
3 Months
  -61.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.900
1M High / 1M Low: 1.660 0.900
6M High / 6M Low: 4.310 0.710
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.056
Avg. volume 1W:   0.000
Avg. price 1M:   1.327
Avg. volume 1M:   0.000
Avg. price 6M:   2.404
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.99%
Volatility 6M:   178.51%
Volatility 1Y:   -
Volatility 3Y:   -