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

EUWAX
16/08/2024  09:19:08 Chg.+0.04 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
1.43EUR +2.88% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 60.00 USD 19/12/2025 Call
 

Master data

WKN: PC1JPT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
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: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+45.92%
3 Months  
+34.91%
YTD  
+57.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.43 1.31
1M High / 1M Low: 1.43 0.94
6M High / 6M Low: 1.43 0.71
High (YTD): 16/08/2024 1.43
Low (YTD): 21/02/2024 0.71
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   0.98
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.04%
Volatility 6M:   88.84%
Volatility 1Y:   -
Volatility 3Y:   -