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

EUWAX
2024-05-02  8:59:14 AM Chg.-0.22 Bid6:04:30 PM Ask6:04:30 PM Underlying Strike price Expiration date Option type
5.38EUR -3.93% 5.61
Bid Size: 2,400
5.65
Ask Size: 2,400
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: 3.39
Leverage: Yes

Calculated values

Fair value: 4.53
Intrinsic value: 1.76
Implied volatility: 0.44
Historic volatility: 0.33
Parity: 1.76
Time value: 3.71
Break-even: 222.66
Moneyness: 1.11
Premium: 0.20
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 0.74%
Delta: 0.72
Theta: -0.04
Omega: 2.44
Rho: 1.34
 

Quote data

Open: 5.38
High: 5.38
Low: 5.38
Previous Close: 5.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.36%
1 Month
  -31.64%
3 Months
  -9.12%
YTD  
+1.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.60 5.46
1M High / 1M Low: 7.87 5.46
6M High / 6M Low: - -
High (YTD): 2024-03-14 8.14
Low (YTD): 2024-01-03 4.84
52W High: - -
52W Low: - -
Avg. price 1W:   5.53
Avg. volume 1W:   0.00
Avg. price 1M:   6.11
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -