BNP Paribas Call 60 NDAQ 16.01.2026
/ DE000PC1JPY5
BNP Paribas Call 60 NDAQ 16.01.20.../ DE000PC1JPY5 /
| 27/09/2024 08:53:17 |
Chg.-0.03 |
Bid17:37:10 |
Ask17:37:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
-1.83% |
1.58
Bid Size: 29,200 |
1.59
Ask Size: 29,200 |
Nasdaq Inc |
60.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1JPY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.12 |
| Time value: |
0.47 |
| Break-even: |
69.58 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.92% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.34 |
| Rho: |
0.48 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.85% |
| 1 Month |
|
|
+13.38% |
| 3 Months |
|
|
+85.06% |
| YTD |
|
|
+73.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.73 |
1.64 |
| 1M High / 1M Low: |
1.73 |
1.42 |
| 6M High / 6M Low: |
1.73 |
0.82 |
| High (YTD): |
23/09/2024 |
1.73 |
| Low (YTD): |
21/02/2024 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.82% |
| Volatility 6M: |
|
87.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
