BNP Paribas Call 56 INTC 16.01.20.../  DE000PC2ZV35  /

Frankfurt Zert./BNP
2024-06-07  8:50:22 PM Chg.-0.010 Bid8:53:38 PM Ask8:53:38 PM Underlying Strike price Expiration date Option type
1.330EUR -0.75% 1.330
Bid Size: 19,000
1.380
Ask Size: 19,000
Intel Corporation 56.00 USD 2026-01-16 Call
 

Master data

WKN: PC2ZV3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 56.00 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: 20.24
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -23.49
Time value: 1.38
Break-even: 52.79
Moneyness: 0.54
Premium: 0.89
Premium p.a.: 0.48
Spread abs.: 0.05
Spread %: 3.76%
Delta: 0.21
Theta: 0.00
Omega: 4.27
Rho: 0.07
 

Quote data

Open: 1.340
High: 1.390
Low: 1.300
Previous Close: 1.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.32%
1 Month
  -8.90%
3 Months
  -80.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.390 1.280
1M High / 1M Low: 1.600 1.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.334
Avg. volume 1W:   0.000
Avg. price 1M:   1.395
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -