BNP Paribas Call 120 FI 16.01.2026
/ DE000PC1JRP9
BNP Paribas Call 120 FI 16.01.202.../ DE000PC1JRP9 /
2024-06-04 9:50:39 PM |
Chg.0.000 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.000EUR |
0.00% |
3.980 Bid Size: 2,000 |
4.000 Ask Size: 2,000 |
Fiserv |
120.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC1JRP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.33 |
Intrinsic value: |
2.61 |
Implied volatility: |
0.34 |
Historic volatility: |
0.15 |
Parity: |
2.61 |
Time value: |
1.44 |
Break-even: |
150.52 |
Moneyness: |
1.24 |
Premium: |
0.11 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.50% |
Delta: |
0.80 |
Theta: |
-0.02 |
Omega: |
2.70 |
Rho: |
1.11 |
Quote data
Open: |
4.010 |
High: |
4.030 |
Low: |
3.970 |
Previous Close: |
4.000 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.72% |
1 Month |
|
|
-5.66% |
3 Months |
|
|
-7.19% |
YTD |
|
|
+34.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.070 |
4.000 |
1M High / 1M Low: |
4.630 |
4.000 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-28 |
5.070 |
Low (YTD): |
2024-01-03 |
2.860 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.328 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
35.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |