BNP Paribas Call 50 INTC 16.01.20.../  DE000PC1BZ97  /

Frankfurt Zert./BNP
2024-06-07  9:50:32 PM Chg.+0.040 Bid9:58:14 PM Ask9:58:14 PM Underlying Strike price Expiration date Option type
1.910EUR +2.14% 1.920
Bid Size: 8,500
1.960
Ask Size: 8,500
Intel Corporation 50.00 USD 2026-01-16 Call
 

Master data

WKN: PC1BZ9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-07
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 14.52
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.35
Parity: -17.83
Time value: 1.96
Break-even: 48.25
Moneyness: 0.61
Premium: 0.70
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 2.08%
Delta: 0.28
Theta: 0.00
Omega: 4.04
Rho: 0.10
 

Quote data

Open: 1.870
High: 1.930
Low: 1.810
Previous Close: 1.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.04%
1 Month  
+7.91%
3 Months
  -74.97%
YTD
  -82.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.770
1M High / 1M Low: 2.230 1.730
6M High / 6M Low: 11.090 1.730
High (YTD): 2024-01-25 10.550
Low (YTD): 2024-05-10 1.730
52W High: - -
52W Low: - -
Avg. price 1W:   1.848
Avg. volume 1W:   0.000
Avg. price 1M:   1.930
Avg. volume 1M:   0.000
Avg. price 6M:   5.857
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.31%
Volatility 6M:   120.28%
Volatility 1Y:   -
Volatility 3Y:   -