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

EUWAX
2024-05-31  1:31:10 PM Chg.-0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.830EUR -3.49% -
Bid Size: -
-
Ask Size: -
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: 29.32
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.35
Parity: -31.48
Time value: 0.97
Break-even: 60.89
Moneyness: 0.47
Premium: 1.14
Premium p.a.: 0.60
Spread abs.: 0.05
Spread %: 5.43%
Delta: 0.15
Theta: 0.00
Omega: 4.50
Rho: 0.06
 

Quote data

Open: 0.840
High: 0.840
Low: 0.830
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.43%
3 Months
  -76.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.830
1M High / 1M Low: 1.020 0.820
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.886
Avg. volume 1W:   0.000
Avg. price 1M:   0.921
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -