BNP Paribas Call 54 INTC 16.01.20.../  DE000PC2ZV43  /

Frankfurt Zert./BNP
2024-06-07  9:50:27 PM Chg.+0.030 Bid9:57:44 PM Ask9:57:44 PM Underlying Strike price Expiration date Option type
1.520EUR +2.01% 1.530
Bid Size: 9,000
1.580
Ask Size: 9,000
Intel Corporation 54.00 USD 2026-01-16 Call
 

Master data

WKN: PC2ZV4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-05
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 18.25
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -21.65
Time value: 1.53
Break-even: 51.11
Moneyness: 0.56
Premium: 0.83
Premium p.a.: 0.46
Spread abs.: 0.05
Spread %: 3.38%
Delta: 0.23
Theta: 0.00
Omega: 4.20
Rho: 0.08
 

Quote data

Open: 1.490
High: 1.540
Low: 1.450
Previous Close: 1.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.94%
1 Month
  -6.17%
3 Months
  -79.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.550 1.420
1M High / 1M Low: 1.790 1.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.482
Avg. volume 1W:   0.000
Avg. price 1M:   1.552
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -