BNP Paribas Call 250 BA 16.01.202.../  DE000PC1F0B0  /

Frankfurt Zert./BNP
2024-05-15  5:05:17 PM Chg.-0.170 Bid5:20:02 PM Ask5:20:02 PM Underlying Strike price Expiration date Option type
1.240EUR -12.06% 1.250
Bid Size: 25,000
1.270
Ask Size: 25,000
Boeing Co 250.00 USD 2026-01-16 Call
 

Master data

WKN: PC1F0B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Boeing Co
Type: Warrant
Option type: Call
Strike price: 250.00 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: 11.69
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -6.40
Time value: 1.43
Break-even: 245.48
Moneyness: 0.72
Premium: 0.47
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 1.42%
Delta: 0.36
Theta: -0.03
Omega: 4.17
Rho: 0.76
 

Quote data

Open: 1.310
High: 1.360
Low: 1.240
Previous Close: 1.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.89%
1 Month  
+3.33%
3 Months
  -53.56%
YTD
  -78.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.450 1.350
1M High / 1M Low: 1.450 1.000
6M High / 6M Low: - -
High (YTD): 2024-01-02 5.210
Low (YTD): 2024-04-24 1.000
52W High: - -
52W Low: - -
Avg. price 1W:   1.402
Avg. volume 1W:   0.000
Avg. price 1M:   1.259
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -