BNP Paribas Call 140 FI 16.01.202.../  DE000PC1JRQ7  /

Frankfurt Zert./BNP
2024-05-31  9:50:40 PM Chg.+0.040 Bid9:58:53 PM Ask9:58:53 PM Underlying Strike price Expiration date Option type
2.820EUR +1.44% 2.880
Bid Size: 1,500
2.900
Ask Size: 1,500
Fiserv 140.00 USD 2026-01-16 Call
 

Master data

WKN: PC1JRQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 140.00 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: 4.86
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 0.73
Implied volatility: 0.30
Historic volatility: 0.15
Parity: 0.73
Time value: 2.08
Break-even: 157.35
Moneyness: 1.06
Premium: 0.15
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.72%
Delta: 0.69
Theta: -0.02
Omega: 3.35
Rho: 1.08
 

Quote data

Open: 2.760
High: 2.830
Low: 2.720
Previous Close: 2.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.41%
1 Month
  -14.80%
3 Months
  -6.31%
YTD  
+45.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.970 2.780
1M High / 1M Low: 3.320 2.780
6M High / 6M Low: - -
High (YTD): 2024-03-28 3.740
Low (YTD): 2024-01-03 1.840
52W High: - -
52W Low: - -
Avg. price 1W:   2.866
Avg. volume 1W:   0.000
Avg. price 1M:   3.094
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -