BNP Paribas Call 50 NDAQ 16.01.20.../  DE000PC1JPW9  /

EUWAX
17/07/2024  09:09:23 Chg.+0.01 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.61EUR +0.63% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 50.00 USD 16/01/2026 Call
 

Master data

WKN: PC1JPW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.58
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 1.22
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 1.22
Time value: 0.40
Break-even: 62.06
Moneyness: 1.27
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.62%
Delta: 0.86
Theta: -0.01
Omega: 3.07
Rho: 0.50
 

Quote data

Open: 1.61
High: 1.61
Low: 1.61
Previous Close: 1.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month  
+17.52%
3 Months  
+0.63%
YTD  
+12.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.47
1M High / 1M Low: 1.61 1.37
6M High / 6M Low: 1.86 1.21
High (YTD): 12/04/2024 1.86
Low (YTD): 21/02/2024 1.21
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.45
Avg. volume 1M:   0.00
Avg. price 6M:   1.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.67%
Volatility 6M:   47.89%
Volatility 1Y:   -
Volatility 3Y:   -