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

EUWAX
01/08/2024  10:08:30 Chg.+0.260 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
1.230EUR +26.80% -
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: 19.78
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.26
Parity: -12.23
Time value: 1.25
Break-even: 382.05
Moneyness: 0.67
Premium: 0.54
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 1.63%
Delta: 0.25
Theta: -0.04
Omega: 4.99
Rho: 0.69
 

Quote data

Open: 1.230
High: 1.230
Low: 1.230
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.81%
1 Month
  -55.60%
3 Months
  -43.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.970
1M High / 1M Low: 3.140 0.970
6M High / 6M Low: 4.310 0.970
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.068
Avg. volume 1W:   0.000
Avg. price 1M:   2.308
Avg. volume 1M:   0.000
Avg. price 6M:   2.789
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.68%
Volatility 6M:   134.49%
Volatility 1Y:   -
Volatility 3Y:   -