BNP Paribas Call 60 NDAQ 19.12.20.../  DE000PC1JPT5  /

Frankfurt Zert./BNP
10/18/2024  9:50:24 PM Chg.+0.050 Bid9:56:56 PM Ask9:56:56 PM Underlying Strike price Expiration date Option type
1.780EUR +2.89% 1.780
Bid Size: 16,100
1.790
Ask Size: 16,100
Nasdaq Inc 60.00 USD 12/19/2025 Call
 

Master data

WKN: PC1JPT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.85
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.37
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 1.37
Time value: 0.42
Break-even: 73.11
Moneyness: 1.25
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.84
Theta: -0.01
Omega: 3.22
Rho: 0.46
 

Quote data

Open: 1.710
High: 1.780
Low: 1.700
Previous Close: 1.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.88%
1 Month  
+4.09%
3 Months  
+85.42%
YTD  
+95.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.780 1.590
1M High / 1M Low: 1.780 1.460
6M High / 6M Low: 1.780 0.800
High (YTD): 10/18/2024 1.780
Low (YTD): 2/20/2024 0.710
52W High: - -
52W Low: - -
Avg. price 1W:   1.686
Avg. volume 1W:   0.000
Avg. price 1M:   1.610
Avg. volume 1M:   0.000
Avg. price 6M:   1.199
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.26%
Volatility 6M:   79.52%
Volatility 1Y:   -
Volatility 3Y:   -