BNP Paribas Call 70 NDAQ 16.01.20.../  DE000PC1JP00  /

EUWAX
16/08/2024  09:19:04 Chg.+0.030 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
0.890EUR +3.49% -
Bid Size: -
-
Ask Size: -
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: 7.20
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.02
Time value: 0.88
Break-even: 72.28
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.62
Theta: -0.01
Omega: 4.48
Rho: 0.43
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.25%
1 Month  
+56.14%
3 Months  
+34.85%
YTD  
+58.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.800
1M High / 1M Low: 0.890 0.540
6M High / 6M Low: 0.890 0.410
High (YTD): 16/08/2024 0.890
Low (YTD): 21/02/2024 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.840
Avg. volume 1W:   0.000
Avg. price 1M:   0.711
Avg. volume 1M:   0.000
Avg. price 6M:   0.599
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.92%
Volatility 6M:   118.52%
Volatility 1Y:   -
Volatility 3Y:   -