BNP Paribas Call 60 NDAQ 16.01.2026
/ DE000PC1JPY5
BNP Paribas Call 60 NDAQ 16.01.20.../ DE000PC1JPY5 /
9/27/2024 8:53:17 AM |
Chg.-0.03 |
Bid5:37:10 PM |
Ask5:37:10 PM |
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 |
1/16/2026 |
Call |
Master data
WKN: |
PC1JPY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
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): |
9/23/2024 |
1.73 |
Low (YTD): |
2/21/2024 |
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: |
|
- |