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

Frankfurt Zert./BNP
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:   -