BNP Paribas Call 52 NWT 20.09.2024
/ DE000PC1JLE6
BNP Paribas Call 52 NWT 20.09.202.../ DE000PC1JLE6 /
| 2024-07-31 9:50:35 PM |
Chg.-0.060 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-7.69% |
0.700
Bid Size: 15,600 |
0.710
Ask Size: 15,600 |
WELLS FARGO + CO.DL ... |
52.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC1JLE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.21 |
| Parity: |
0.35 |
| Time value: |
0.43 |
| Break-even: |
59.80 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
4.65 |
| Rho: |
0.04 |
Quote data
| Open: |
0.770 |
| High: |
0.790 |
| Low: |
0.720 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.37% |
| 1 Month |
|
|
-6.49% |
| 3 Months |
|
|
-15.29% |
| YTD |
|
|
+118.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.730 |
| 1M High / 1M Low: |
0.890 |
0.500 |
| 6M High / 6M Low: |
1.050 |
0.230 |
| High (YTD): |
2024-05-15 |
1.050 |
| Low (YTD): |
2024-01-18 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.709 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.05% |
| Volatility 6M: |
|
167.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
