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

EUWAX
8/2/2024  10:20:35 AM Chg.-0.23 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.00EUR -18.70% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 400.00 USD 12/19/2025 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: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.35
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.26
Parity: -13.78
Time value: 0.98
Break-even: 376.40
Moneyness: 0.62
Premium: 0.65
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 2.08%
Delta: 0.22
Theta: -0.03
Omega: 5.02
Rho: 0.54
 

Quote data

Open: 1.00
High: 1.00
Low: 1.00
Previous Close: 1.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.26%
1 Month
  -67.21%
3 Months
  -49.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 0.97
1M High / 1M Low: 3.14 0.97
6M High / 6M Low: 4.31 0.97
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.05
Avg. volume 1W:   0.00
Avg. price 1M:   2.10
Avg. volume 1M:   0.00
Avg. price 6M:   2.77
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.90%
Volatility 6M:   141.42%
Volatility 1Y:   -
Volatility 3Y:   -