BNP Paribas Call 200 VEEV 20.09.2.../  DE000PC39YJ8  /

EUWAX
2024-06-07  8:19:30 AM Chg.+0.130 Bid7:02:34 PM Ask7:02:34 PM Underlying Strike price Expiration date Option type
0.720EUR +22.03% 0.680
Bid Size: 4,800
0.710
Ask Size: 4,800
Veeva Systems Inc 200.00 USD 2024-09-20 Call
 

Master data

WKN: PC39YJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.35
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -1.38
Time value: 0.76
Break-even: 191.22
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.51
Spread abs.: 0.03
Spread %: 4.11%
Delta: 0.39
Theta: -0.06
Omega: 8.69
Rho: 0.17
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.68%
1 Month
  -64.00%
3 Months
  -81.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.350
1M High / 1M Low: 2.350 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   1.710
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   332.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -