BNP Paribas Call 45 NWT 20.06.2025
/ DE000PC1JLG1
BNP Paribas Call 45 NWT 20.06.202.../ DE000PC1JLG1 /
| 9/9/2024 9:50:25 PM |
Chg.+0.060 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+5.66% |
1.110
Bid Size: 19,700 |
1.130
Ask Size: 19,700 |
WELLS FARGO + CO.DL ... |
45.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
PC1JLG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.22 |
| Parity: |
0.37 |
| Time value: |
0.72 |
| Break-even: |
55.90 |
| Moneyness: |
1.08 |
| Premium: |
0.15 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
3.03 |
| Rho: |
0.17 |
Quote data
| Open: |
1.060 |
| High: |
1.140 |
| Low: |
1.060 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.84% |
| 1 Month |
|
|
+10.89% |
| 3 Months |
|
|
-24.83% |
| YTD |
|
|
+27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.060 |
| 1M High / 1M Low: |
1.410 |
0.950 |
| 6M High / 6M Low: |
1.820 |
0.950 |
| High (YTD): |
5/15/2024 |
1.820 |
| Low (YTD): |
1/18/2024 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.39% |
| Volatility 6M: |
|
79.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
