BNP Paribas Call 70 ZM 16.01.2026/  DE000PC1H1Y8  /

EUWAX
8/5/2024  8:42:53 AM Chg.-0.170 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.560EUR -23.29% -
Bid Size: -
-
Ask Size: -
Zoom Video Communica... 70.00 USD 1/16/2026 Call
 

Master data

WKN: PC1H1Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Zoom Video Communications 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: 6.96
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -1.05
Time value: 0.77
Break-even: 71.86
Moneyness: 0.84
Premium: 0.34
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 4.05%
Delta: 0.49
Theta: -0.01
Omega: 3.43
Rho: 0.27
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.53%
1 Month
  -26.32%
3 Months
  -50.88%
YTD
  -71.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.560
1M High / 1M Low: 0.900 0.560
6M High / 6M Low: 1.760 0.560
High (YTD): 1/12/2024 1.840
Low (YTD): 8/5/2024 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.757
Avg. volume 1M:   0.000
Avg. price 6M:   1.128
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.19%
Volatility 6M:   92.81%
Volatility 1Y:   -
Volatility 3Y:   -