BNP Paribas Call 65 INTC 16.01.20.../  DE000PC250L8  /

Frankfurt Zert./BNP
2024-06-07  9:50:39 PM Chg.+0.020 Bid9:55:35 PM Ask9:55:35 PM Underlying Strike price Expiration date Option type
0.890EUR +2.30% 0.890
Bid Size: 12,000
0.940
Ask Size: 12,000
Intel Corporation 65.00 USD 2026-01-16 Call
 

Master data

WKN: PC250L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-10
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 30.69
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.35
Parity: -31.75
Time value: 0.91
Break-even: 60.59
Moneyness: 0.47
Premium: 1.17
Premium p.a.: 0.62
Spread abs.: 0.05
Spread %: 5.81%
Delta: 0.15
Theta: 0.00
Omega: 4.52
Rho: 0.05
 

Quote data

Open: 0.870
High: 0.900
Low: 0.850
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.20%
1 Month  
+4.71%
3 Months
  -78.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.840
1M High / 1M Low: 1.020 0.810
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.868
Avg. volume 1W:   0.000
Avg. price 1M:   0.898
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -