BNP Paribas Call 65 NDAQ 16.01.2026
/ DE000PC1JPZ2
BNP Paribas Call 65 NDAQ 16.01.20.../ DE000PC1JPZ2 /
| 9/27/2024 3:20:17 PM |
Chg.+0.030 |
Bid3:31:56 PM |
Ask3:28:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+2.42% |
1.260
Bid Size: 3,125 |
-
Ask Size: - |
Nasdaq Inc |
65.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1JPZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 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: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.68 |
| Time value: |
0.59 |
| Break-even: |
70.86 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.42% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.82 |
| Rho: |
0.47 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
1.260 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.29% |
| 1 Month |
|
|
+7.63% |
| 3 Months |
|
|
+86.76% |
| YTD |
|
|
+76.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.240 |
| 1M High / 1M Low: |
1.400 |
1.170 |
| 6M High / 6M Low: |
1.400 |
0.620 |
| High (YTD): |
9/20/2024 |
1.400 |
| Low (YTD): |
2/20/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.913 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.94% |
| Volatility 6M: |
|
91.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
