BNP Paribas Call 34 INTC 16.01.2026
/ DE000PC1BZZ8
BNP Paribas Call 34 INTC 16.01.20.../ DE000PC1BZZ8 /
6/7/2024 9:50:31 PM |
Chg.+0.110 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.050EUR |
+2.23% |
5.080 Bid Size: 7,000 |
5.110 Ask Size: 7,000 |
Intel Corporation |
34.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1BZZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Intel Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/7/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.35 |
Parity: |
-3.02 |
Time value: |
5.11 |
Break-even: |
36.59 |
Moneyness: |
0.90 |
Premium: |
0.29 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.03 |
Spread %: |
0.59% |
Delta: |
0.57 |
Theta: |
-0.01 |
Omega: |
3.15 |
Rho: |
0.18 |
Quote data
Open: |
4.940 |
High: |
5.070 |
Low: |
4.830 |
Previous Close: |
4.940 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.39% |
1 Month |
|
|
+4.12% |
3 Months |
|
|
-65.20% |
YTD |
|
|
-73.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.050 |
4.740 |
1M High / 1M Low: |
5.840 |
4.740 |
6M High / 6M Low: |
19.320 |
4.740 |
High (YTD): |
1/25/2024 |
18.820 |
Low (YTD): |
6/4/2024 |
4.740 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.900 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.861 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.91% |
Volatility 6M: |
|
90.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |