BNP Paribas Call 70 NDAQ 16.01.2026
/ DE000PC1JP00
BNP Paribas Call 70 NDAQ 16.01.20.../ DE000PC1JP00 /
| 17/07/2024 21:50:29 |
Chg.-0.010 |
Bid21:53:12 |
Ask21:53:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-1.72% |
0.580
Bid Size: 10,700 |
0.590
Ask Size: 10,700 |
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: |
10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-0.61 |
| Time value: |
0.58 |
| Break-even: |
70.01 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
4.98 |
| Rho: |
0.35 |
Quote data
| Open: |
0.570 |
| High: |
0.590 |
| Low: |
0.560 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.62% |
| 1 Month |
|
|
+21.28% |
| 3 Months |
|
|
-13.64% |
| YTD |
|
|
+1.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.520 |
| 1M High / 1M Low: |
0.590 |
0.460 |
| 6M High / 6M Low: |
0.810 |
0.410 |
| High (YTD): |
11/04/2024 |
0.810 |
| Low (YTD): |
20/02/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.37% |
| Volatility 6M: |
|
76.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
