BNP Paribas Call 850 4S0 17.01.20.../  DE000PC39868  /

EUWAX
2024-12-12  8:22:11 AM Chg.+0.15 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
2.87EUR +5.51% -
Bid Size: -
-
Ask Size: -
SERVICENOW INC. DL... 850.00 - 2025-01-17 Call
 

Master data

WKN: PC3986
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SERVICENOW INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 850.00 -
Maturity: 2025-01-17
Issue date: 2024-01-31
Last trading day: 2024-12-13
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 2.13
Implied volatility: 1.73
Historic volatility: 0.32
Parity: 2.13
Time value: 0.77
Break-even: 1,140.00
Moneyness: 1.25
Premium: 0.07
Premium p.a.: 2.18
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -3.16
Omega: 2.83
Rho: 0.32
 

Quote data

Open: 2.87
High: 2.87
Low: 2.87
Previous Close: 2.72
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+40.69%
3 Months  
+211.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.87 1.89
6M High / 6M Low: 2.87 0.32
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.33
Avg. volume 1M:   0.00
Avg. price 6M:   1.05
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.81%
Volatility 6M:   222.71%
Volatility 1Y:   -
Volatility 3Y:   -