BNP Paribas Call 180 VEEV 16.01.2.../  DE000PC1LZR4  /

Frankfurt Zert./BNP
2024-05-03  9:50:22 PM Chg.+0.060 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
5.630EUR +1.08% 5.620
Bid Size: 1,200
5.660
Ask Size: 1,200
Veeva Systems Inc 180.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LZR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 4.80
Intrinsic value: 2.18
Implied volatility: 0.43
Historic volatility: 0.33
Parity: 2.18
Time value: 3.48
Break-even: 223.86
Moneyness: 1.13
Premium: 0.18
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 0.71%
Delta: 0.73
Theta: -0.04
Omega: 2.44
Rho: 1.39
 

Quote data

Open: 5.650
High: 5.780
Low: 5.550
Previous Close: 5.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.90%
1 Month
  -16.10%
3 Months
  -10.35%
YTD  
+7.03%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.630 5.520
1M High / 1M Low: 6.710 5.330
6M High / 6M Low: - -
High (YTD): 2024-03-13 8.040
Low (YTD): 2024-01-03 4.770
52W High: - -
52W Low: - -
Avg. price 1W:   5.575
Avg. volume 1W:   0.000
Avg. price 1M:   5.886
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -