BNP Paribas Call 60 NWT 16.01.2026
/ DE000PC1JLR8
BNP Paribas Call 60 NWT 16.01.202.../ DE000PC1JLR8 /
| 2024-06-06 9:09:53 AM |
Chg.-0.020 |
Bid10:05:13 AM |
Ask10:05:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-2.47% |
0.790
Bid Size: 25,000 |
0.810
Ask Size: 25,000 |
WELLS FARGO + CO.DL ... |
60.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
PC1JLR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-0.60 |
| Time value: |
0.82 |
| Break-even: |
68.20 |
| Moneyness: |
0.90 |
| Premium: |
0.26 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
3.57 |
| Rho: |
0.34 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.25% |
| 1 Month |
|
|
-15.96% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+75.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.800 |
| 1M High / 1M Low: |
1.060 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-16 |
1.060 |
| Low (YTD): |
2024-01-18 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
