BNP Paribas Call 65 NWT 19.12.202.../  DE000PC6NJ64  /

Frankfurt Zert./BNP
7/9/2024  9:50:22 PM Chg.+0.040 Bid7/9/2024 Ask7/9/2024 Underlying Strike price Expiration date Option type
0.590EUR +7.27% 0.590
Bid Size: 28,600
0.610
Ask Size: 28,600
WELLS FARGO + CO.DL ... 65.00 - 12/19/2025 Call
 

Master data

WKN: PC6NJ6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 12/19/2025
Issue date: 3/14/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.56
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -1.05
Time value: 0.57
Break-even: 70.70
Moneyness: 0.84
Premium: 0.30
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.45
Theta: -0.01
Omega: 4.28
Rho: 0.27
 

Quote data

Open: 0.560
High: 0.610
Low: 0.540
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.23%
1 Month  
+7.27%
3 Months
  -1.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.550
1M High / 1M Low: 0.650 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -