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

EUWAX
2024-06-07  8:47:44 AM Chg.-0.02 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
1.49EUR -1.32% -
Bid Size: -
-
Ask Size: -
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: 18.01
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.35
Parity: -21.53
Time value: 1.58
Break-even: 51.57
Moneyness: 0.57
Premium: 0.81
Premium p.a.: 0.45
Spread abs.: 0.05
Spread %: 3.27%
Delta: 0.23
Theta: 0.00
Omega: 4.21
Rho: 0.08
 

Quote data

Open: 1.49
High: 1.49
Low: 1.49
Previous Close: 1.51
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.20%
1 Month
  -7.45%
3 Months
  -80.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.47
1M High / 1M Low: 1.79 1.42
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -