BNP Paribas Call 50 NWT 16.01.2026
/ DE000PC1JLQ0
BNP Paribas Call 50 NWT 16.01.202.../ DE000PC1JLQ0 /
14/11/2024 21:50:22 |
Chg.+0.030 |
Bid21:57:47 |
Ask21:57:47 |
Underlying |
Strike price |
Expiration date |
Option type |
2.480EUR |
+1.22% |
2.460 Bid Size: 12,500 |
2.480 Ask Size: 12,500 |
WELLS FARGO + CO.DL ... |
50.00 - |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.15 |
Intrinsic value: |
1.89 |
Implied volatility: |
0.47 |
Historic volatility: |
0.27 |
Parity: |
1.89 |
Time value: |
0.58 |
Break-even: |
74.70 |
Moneyness: |
1.38 |
Premium: |
0.08 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.82% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
2.32 |
Rho: |
0.38 |
Quote data
Open: |
2.440 |
High: |
2.500 |
Low: |
2.440 |
Previous Close: |
2.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+18.10% |
1 Month |
|
|
+69.86% |
3 Months |
|
|
+181.82% |
YTD |
|
|
+213.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.450 |
2.100 |
1M High / 1M Low: |
2.450 |
1.460 |
6M High / 6M Low: |
2.450 |
0.730 |
High (YTD): |
13/11/2024 |
2.450 |
Low (YTD): |
18/01/2024 |
0.610 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.312 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.836 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.292 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.50% |
Volatility 6M: |
|
119.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |