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

EUWAX
2024-07-17  9:09:23 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.760EUR 0.00% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 65.00 USD 2026-01-16 Call
 

Master data

WKN: PC1JPZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.44
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.16
Time value: 0.78
Break-even: 67.42
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.60
Theta: -0.01
Omega: 4.43
Rho: 0.40
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.15%
1 Month  
+20.63%
3 Months
  -9.52%
YTD  
+4.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.660
1M High / 1M Low: 0.780 0.610
6M High / 6M Low: 1.040 0.550
High (YTD): 2024-04-12 1.040
Low (YTD): 2024-02-21 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.666
Avg. volume 1M:   0.000
Avg. price 6M:   0.734
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.58%
Volatility 6M:   70.60%
Volatility 1Y:   -
Volatility 3Y:   -