BNP Paribas Call 55 NDAQ 16.01.2026
/ DE000PC1JPX7
BNP Paribas Call 55 NDAQ 16.01.20.../ DE000PC1JPX7 /
| 9/27/2024 2:21:17 PM |
Chg.+0.030 |
Bid9/27/2024 |
Ask9/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
+1.57% |
1.940
Bid Size: 15,600 |
1.950
Ask Size: 15,600 |
Nasdaq Inc |
55.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1JPX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
1.57 |
| Time value: |
0.37 |
| Break-even: |
68.61 |
| Moneyness: |
1.32 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.57% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.92 |
| Rho: |
0.49 |
Quote data
| Open: |
1.960 |
| High: |
1.960 |
| Low: |
1.940 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.73% |
| 1 Month |
|
|
+6.59% |
| 3 Months |
|
|
+67.24% |
| YTD |
|
|
+67.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.080 |
1.910 |
| 1M High / 1M Low: |
2.080 |
1.810 |
| 6M High / 6M Low: |
2.080 |
1.080 |
| High (YTD): |
9/20/2024 |
2.080 |
| Low (YTD): |
2/20/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.451 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.72% |
| Volatility 6M: |
|
69.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
