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

EUWAX
7/17/2024  9:09:23 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.570EUR 0.00% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 70.00 USD 1/16/2026 Call
 

Master data

WKN: PC1JP0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
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: 0.570
Low: 0.570
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.33%
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 0.490
1M High / 1M Low: 0.590 0.450
6M High / 6M Low: 0.830 0.410
High (YTD): 4/12/2024 0.830
Low (YTD): 2/21/2024 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.560
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.27%
Volatility 6M:   76.99%
Volatility 1Y:   -
Volatility 3Y:   -