BNP Paribas Call 55 NDAQ 16.01.2026
/ DE000PC1JPX7
BNP Paribas Call 55 NDAQ 16.01.20.../ DE000PC1JPX7 /
16/08/2024 21:50:32 |
Chg.-0.020 |
Bid21:55:44 |
Ask21:55:44 |
Underlying |
Strike price |
Expiration date |
Option type |
1.750EUR |
-1.13% |
1.750 Bid Size: 15,700 |
1.760 Ask Size: 15,700 |
Nasdaq Inc |
55.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC1JPX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.65 |
Intrinsic value: |
1.35 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
1.35 |
Time value: |
0.43 |
Break-even: |
67.93 |
Moneyness: |
1.27 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.57% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
3.05 |
Rho: |
0.52 |
Quote data
Open: |
1.780 |
High: |
1.780 |
Low: |
1.720 |
Previous Close: |
1.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.06% |
1 Month |
|
|
+34.62% |
3 Months |
|
|
+26.81% |
YTD |
|
|
+50.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.770 |
1.650 |
1M High / 1M Low: |
1.800 |
1.270 |
6M High / 6M Low: |
1.800 |
0.960 |
High (YTD): |
30/07/2024 |
1.800 |
Low (YTD): |
20/02/2024 |
0.960 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.718 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.541 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.281 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.36% |
Volatility 6M: |
|
69.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |