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

EUWAX
18/10/2024  09:17:59 Chg.+0.03 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
2.49EUR +1.22% -
Bid Size: -
-
Ask Size: -
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: 2.69
Leverage: Yes

Calculated values

Fair value: 2.46
Intrinsic value: 2.29
Implied volatility: 0.33
Historic volatility: 0.18
Parity: 2.29
Time value: 0.27
Break-even: 71.61
Moneyness: 1.50
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.39%
Delta: 0.92
Theta: -0.01
Omega: 2.48
Rho: 0.44
 

Quote data

Open: 2.49
High: 2.49
Low: 2.49
Previous Close: 2.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.21%
1 Month  
+2.47%
3 Months  
+60.65%
YTD  
+75.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.49 2.25
1M High / 1M Low: 2.49 2.18
6M High / 6M Low: 2.49 1.34
High (YTD): 18/10/2024 2.49
Low (YTD): 21/02/2024 1.19
52W High: - -
52W Low: - -
Avg. price 1W:   2.38
Avg. volume 1W:   0.00
Avg. price 1M:   2.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.82
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.21%
Volatility 6M:   69.77%
Volatility 1Y:   -
Volatility 3Y:   -