BNP Paribas Call 70 INTC 16.01.20.../  DE000PC250N4  /

Frankfurt Zert./BNP
2024-05-31  9:50:29 PM Chg.+0.060 Bid9:57:26 PM Ask9:57:26 PM Underlying Strike price Expiration date Option type
0.730EUR +8.96% 0.740
Bid Size: 14,000
0.790
Ask Size: 14,000
Intel Corporation 70.00 USD 2026-01-16 Call
 

Master data

WKN: PC250N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 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: 36.00
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.35
Parity: -36.09
Time value: 0.79
Break-even: 65.32
Moneyness: 0.44
Premium: 1.30
Premium p.a.: 0.67
Spread abs.: 0.05
Spread %: 6.76%
Delta: 0.13
Theta: 0.00
Omega: 4.60
Rho: 0.05
 

Quote data

Open: 0.670
High: 0.730
Low: 0.660
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.82%
1 Month
  -2.67%
3 Months
  -75.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.670
1M High / 1M Low: 0.810 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.732
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -