BNP Paribas Call 60 NWT 16.01.202.../  DE000PC1JLR8  /

EUWAX
2024-05-31  9:12:04 AM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.850EUR +6.25% -
Bid Size: -
-
Ask Size: -
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: 6.07
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.20
Parity: -0.48
Time value: 0.91
Break-even: 69.10
Moneyness: 0.92
Premium: 0.25
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 2.25%
Delta: 0.57
Theta: -0.01
Omega: 3.44
Rho: 0.36
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.49%
1 Month
  -10.53%
3 Months  
+18.06%
YTD  
+88.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 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:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   0.954
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -