BNP Paribas Call 60 NDAQ 19.12.2025
/ DE000PC1JPT5
BNP Paribas Call 60 NDAQ 19.12.20.../ DE000PC1JPT5 /
2024-08-16 9:50:25 PM |
Chg.-0.020 |
Bid9:55:26 PM |
Ask9:55:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.400EUR |
-1.41% |
1.400 Bid Size: 13,500 |
1.410 Ask Size: 13,500 |
Nasdaq Inc |
60.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
PC1JPT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
0.89 |
Time value: |
0.52 |
Break-even: |
68.51 |
Moneyness: |
1.16 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.71% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
3.56 |
Rho: |
0.48 |
Quote data
Open: |
1.430 |
High: |
1.430 |
Low: |
1.370 |
Previous Close: |
1.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.87% |
1 Month |
|
|
+41.41% |
3 Months |
|
|
+29.63% |
YTD |
|
|
+53.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.420 |
1.310 |
1M High / 1M Low: |
1.440 |
0.960 |
6M High / 6M Low: |
1.440 |
0.710 |
High (YTD): |
2024-07-30 |
1.440 |
Low (YTD): |
2024-02-20 |
0.710 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.370 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.210 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.988 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.08% |
Volatility 6M: |
|
80.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |