BNP Paribas Call 52 NWT 20.09.2024
/ DE000PC1JLE6
BNP Paribas Call 52 NWT 20.09.202.../ DE000PC1JLE6 /
| 8/1/2024 9:06:48 AM |
Chg.-0.050 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-6.49% |
-
Bid Size: - |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
52.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.21 |
| Parity: |
0.28 |
| Time value: |
0.43 |
| Break-even: |
59.10 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
4.93 |
| Rho: |
0.04 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.37% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-18.18% |
| YTD |
|
|
+118.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.730 |
| 1M High / 1M Low: |
0.890 |
0.510 |
| 6M High / 6M Low: |
1.070 |
0.230 |
| High (YTD): |
5/16/2024 |
1.070 |
| Low (YTD): |
1/18/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.707 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.67% |
| Volatility 6M: |
|
162.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
