BNP Paribas Call 70 NDAQ 16.01.2026
/ DE000PC1JP00
BNP Paribas Call 70 NDAQ 16.01.20.../ DE000PC1JP00 /
| 16/08/2024 21:50:26 |
Chg.-0.010 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-1.14% |
0.870
Bid Size: 10,500 |
0.880
Ask Size: 10,500 |
Nasdaq Inc |
70.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1JP0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.02 |
| Time value: |
0.89 |
| Break-even: |
72.70 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
4.44 |
| Rho: |
0.43 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.840 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.75% |
| 1 Month |
|
|
+52.63% |
| 3 Months |
|
|
+27.94% |
| YTD |
|
|
+55.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.800 |
| 1M High / 1M Low: |
0.920 |
0.550 |
| 6M High / 6M Low: |
0.920 |
0.410 |
| High (YTD): |
30/07/2024 |
0.920 |
| Low (YTD): |
20/02/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.735 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.604 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.60% |
| Volatility 6M: |
|
101.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
