BNP Paribas Call 80 NDAQ 16.01.2026
/ DE000PC613W4
BNP Paribas Call 80 NDAQ 16.01.20.../ DE000PC613W4 /
18/10/2024 21:50:28 |
Chg.+0.030 |
Bid21:59:28 |
Ask21:59:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
+4.84% |
0.640 Bid Size: 10,000 |
0.650 Ask Size: 10,000 |
Nasdaq Inc |
80.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC613W |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
21/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
-0.47 |
Time value: |
0.65 |
Break-even: |
80.11 |
Moneyness: |
0.94 |
Premium: |
0.16 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.56% |
Delta: |
0.51 |
Theta: |
-0.01 |
Omega: |
5.45 |
Rho: |
0.36 |
Quote data
Open: |
0.610 |
High: |
0.650 |
Low: |
0.600 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.00% |
1 Month |
|
|
+1.56% |
3 Months |
|
|
+124.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.550 |
1M High / 1M Low: |
0.650 |
0.480 |
6M High / 6M Low: |
0.650 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.600 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.566 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.416 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.05% |
Volatility 6M: |
|
122.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |