BNP Paribas Call 50 NWT 16.01.202.../  DE000PC1JLQ0  /

Frankfurt Zert./BNP
2024-09-06  9:50:28 PM Chg.-0.180 Bid9:55:49 PM Ask9:55:49 PM Underlying Strike price Expiration date Option type
0.900EUR -16.67% 0.910
Bid Size: 23,900
0.920
Ask Size: 23,900
WELLS FARGO + CO.DL ... 50.00 - 2026-01-16 Call
 

Master data

WKN: PC1JLQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.29
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.22
Parity: -0.13
Time value: 0.92
Break-even: 59.20
Moneyness: 0.97
Premium: 0.22
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.61
Theta: -0.01
Omega: 3.22
Rho: 0.28
 

Quote data

Open: 1.080
High: 1.090
Low: 0.890
Previous Close: 1.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month  
+7.14%
3 Months
  -30.77%
YTD  
+13.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.900
1M High / 1M Low: 1.200 0.790
6M High / 6M Low: 1.620 0.790
High (YTD): 2024-05-10 1.620
Low (YTD): 2024-01-18 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   1.108
Avg. volume 1W:   0.000
Avg. price 1M:   1.014
Avg. volume 1M:   0.000
Avg. price 6M:   1.283
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.48%
Volatility 6M:   83.79%
Volatility 1Y:   -
Volatility 3Y:   -