BNP Paribas Call 180 VEEV 19.12.2.../  DE000PC1LZM5  /

EUWAX
2024-05-02  8:59:14 AM Chg.-0.22 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
5.27EUR -4.01% -
Bid Size: -
-
Ask Size: -
Veeva Systems Inc 180.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LZM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.46
Leverage: Yes

Calculated values

Fair value: 4.44
Intrinsic value: 1.76
Implied volatility: 0.44
Historic volatility: 0.33
Parity: 1.76
Time value: 3.60
Break-even: 221.56
Moneyness: 1.11
Premium: 0.19
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 0.75%
Delta: 0.72
Theta: -0.04
Omega: 2.48
Rho: 1.29
 

Quote data

Open: 5.27
High: 5.27
Low: 5.27
Previous Close: 5.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.31%
1 Month
  -21.58%
3 Months
  -9.45%
YTD  
+1.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.49 5.27
1M High / 1M Low: 6.75 5.27
6M High / 6M Low: - -
High (YTD): 2024-03-14 8.04
Low (YTD): 2024-01-03 4.74
52W High: - -
52W Low: - -
Avg. price 1W:   5.38
Avg. volume 1W:   0.00
Avg. price 1M:   5.88
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   43.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -