BNP Paribas Call 80 WFC 19.12.202.../  DE000PC872U0  /

EUWAX
11/14/2024  8:55:13 AM Chg.+0.020 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.660EUR +3.13% -
Bid Size: -
-
Ask Size: -
Wells Fargo and Comp... 80.00 USD 12/19/2025 Call
 

Master data

WKN: PC872U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Wells Fargo and Company
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 12/19/2025
Issue date: 5/3/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.13
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.68
Time value: 0.68
Break-even: 82.52
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.03%
Delta: 0.48
Theta: -0.01
Omega: 4.90
Rho: 0.29
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+266.67%
3 Months  
+870.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.490
1M High / 1M Low: 0.640 0.180
6M High / 6M Low: 0.640 0.057
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.194
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.93%
Volatility 6M:   245.92%
Volatility 1Y:   -
Volatility 3Y:   -