BNP Paribas Call 240 BA 16.01.202.../  DE000PC1F0A2  /

EUWAX
2024-05-15  8:59:29 AM Chg.-0.04 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.58EUR -2.47% -
Bid Size: -
-
Ask Size: -
Boeing Co 240.00 USD 2026-01-16 Call
 

Master data

WKN: PC1F0A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Boeing Co
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.78
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -5.48
Time value: 1.71
Break-even: 239.04
Moneyness: 0.75
Premium: 0.43
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 1.18%
Delta: 0.40
Theta: -0.03
Omega: 3.91
Rho: 0.83
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.28%
3 Months
  -46.44%
YTD
  -74.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.75 1.58
1M High / 1M Low: 1.75 1.18
6M High / 6M Low: - -
High (YTD): 2024-01-02 5.72
Low (YTD): 2024-04-25 1.18
52W High: - -
52W Low: - -
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -