BNP Paribas Call 50 NDAQ 19.12.20.../  DE000PC1JPQ1  /

EUWAX
17/07/2024  09:09:24 Chg.- Bid08:25:14 Ask08:25:14 Underlying Strike price Expiration date Option type
1.59EUR - 1.62
Bid Size: 8,750
1.63
Ask Size: 8,750
Nasdaq Inc 50.00 USD 19/12/2025 Call
 

Master data

WKN: PC1JPQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.22
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 1.22
Time value: 0.39
Break-even: 61.96
Moneyness: 1.27
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.85
Theta: -0.01
Omega: 3.08
Rho: 0.48
 

Quote data

Open: 1.59
High: 1.59
Low: 1.59
Previous Close: 1.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.71%
1 Month  
+17.78%
3 Months  
+1.27%
YTD  
+11.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.49
1M High / 1M Low: 1.59 1.35
6M High / 6M Low: 1.84 1.19
High (YTD): 12/04/2024 1.84
Low (YTD): 21/02/2024 1.19
52W High: - -
52W Low: - -
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   1.47
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.29%
Volatility 6M:   48.91%
Volatility 1Y:   -
Volatility 3Y:   -