BNP Paribas Call 140 JBL 19.12.20.../  DE000PC47PH3  /

EUWAX
2024-05-15  10:21:24 AM Chg.-0.03 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
1.64EUR -1.80% 1.64
Bid Size: 1,830
1.74
Ask Size: 1,800
Jabil Inc 140.00 USD 2025-12-19 Call
 

Master data

WKN: PC47PH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Jabil Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-12-19
Issue date: 2024-02-16
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.51
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.37
Parity: -2.07
Time value: 1.67
Break-even: 146.16
Moneyness: 0.84
Premium: 0.34
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 1.83%
Delta: 0.51
Theta: -0.02
Omega: 3.31
Rho: 0.62
 

Quote data

Open: 1.64
High: 1.64
Low: 1.64
Previous Close: 1.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.80%
1 Month
  -40.15%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.71 1.66
1M High / 1M Low: 2.74 1.58
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.91
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -