BNP Paribas Call 150 FI 16.01.2026
/ DE000PC1JRR5
BNP Paribas Call 150 FI 16.01.202.../ DE000PC1JRR5 /
| 2024-06-05 1:21:01 PM |
Chg.+0.010 |
Bid1:32:45 PM |
Ask1:32:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
+0.45% |
2.240
Bid Size: 1,500 |
2.270
Ask Size: 1,500 |
Fiserv |
150.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1JRR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
-0.18 |
| Time value: |
2.22 |
| Break-even: |
160.05 |
| Moneyness: |
0.99 |
| Premium: |
0.18 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
3.80 |
| Rho: |
1.01 |
Quote data
| Open: |
2.220 |
| High: |
2.240 |
| Low: |
2.210 |
| Previous Close: |
2.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.19% |
| 1 Month |
|
|
-8.61% |
| 3 Months |
|
|
-12.20% |
| YTD |
|
|
+46.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
2.220 |
| 1M High / 1M Low: |
2.750 |
2.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
3.140 |
| Low (YTD): |
2024-01-03 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.254 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
2.499 |
| Avg. volume 1M: |
|
68.182 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
