BNP Paribas Call 65 NDAQ 16.01.20.../  DE000PC1JPZ2  /

EUWAX
18/10/2024  09:17:59 Chg.+0.02 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
1.40EUR +1.45% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 65.00 USD 16/01/2026 Call
 

Master data

WKN: PC1JPZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.72
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.91
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.91
Time value: 0.55
Break-even: 74.41
Moneyness: 1.15
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.77
Theta: -0.01
Omega: 3.66
Rho: 0.48
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.82%
1 Month  
+1.45%
3 Months  
+91.78%
YTD  
+91.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.21
1M High / 1M Low: 1.40 1.15
6M High / 6M Low: 1.40 0.61
High (YTD): 18/10/2024 1.40
Low (YTD): 21/02/2024 0.55
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   0.95
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.81%
Volatility 6M:   98.79%
Volatility 1Y:   -
Volatility 3Y:   -