BNP Paribas Call 120 FI 16.01.2026
/ DE000PC1JRP9
BNP Paribas Call 120 FI 16.01.202.../ DE000PC1JRP9 /
| 2024-06-12 9:50:38 PM |
Chg.-0.050 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.990EUR |
-1.24% |
4.010
Bid Size: 2,000 |
4.030
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: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.15 |
| Parity: |
2.61 |
| Time value: |
1.44 |
| Break-even: |
152.23 |
| Moneyness: |
1.23 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.50% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
2.72 |
| Rho: |
1.12 |
Quote data
| Open: |
4.050 |
| High: |
4.190 |
| Low: |
3.990 |
| Previous Close: |
4.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.45% |
| 1 Month |
|
|
-13.45% |
| 3 Months |
|
|
-8.28% |
| YTD |
|
|
+33.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.280 |
4.040 |
| 1M High / 1M Low: |
4.600 |
4.000 |
| 6M High / 6M Low: |
5.070 |
2.860 |
| High (YTD): |
2024-03-28 |
5.070 |
| Low (YTD): |
2024-01-03 |
2.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.046 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.13% |
| Volatility 6M: |
|
44.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
