BNP Paribas Call 50 NWT 16.01.202.../  DE000PC1JLQ0  /

EUWAX
2024-05-31  9:12:02 AM Chg.+0.05 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.37EUR +3.79% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 50.00 - 2026-01-16 Call
 

Master data

WKN: PC1JLQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.84
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.52
Implied volatility: 0.38
Historic volatility: 0.20
Parity: 0.52
Time value: 0.92
Break-even: 64.40
Moneyness: 1.10
Premium: 0.17
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.41%
Delta: 0.72
Theta: -0.01
Omega: 2.75
Rho: 0.41
 

Quote data

Open: 1.37
High: 1.37
Low: 1.37
Previous Close: 1.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.52%
1 Month
  -7.43%
3 Months  
+16.10%
YTD  
+73.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 1.32
1M High / 1M Low: 1.62 1.32
6M High / 6M Low: - -
High (YTD): 2024-05-16 1.62
Low (YTD): 2024-01-18 0.60
52W High: - -
52W Low: - -
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -