BNP Paribas Call 250 VEEV 16.01.2.../  DE000PC1LZU8  /

Frankfurt Zert./BNP
07/06/2024  21:50:36 Chg.-0.060 Bid21:59:43 Ask21:59:43 Underlying Strike price Expiration date Option type
1.640EUR -3.53% 1.630
Bid Size: 1,841
1.670
Ask Size: 1,797
Veeva Systems Inc 250.00 USD 16/01/2026 Call
 

Master data

WKN: PC1LZU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.54
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -5.97
Time value: 1.78
Break-even: 247.33
Moneyness: 0.74
Premium: 0.46
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 2.30%
Delta: 0.40
Theta: -0.03
Omega: 3.78
Rho: 0.80
 

Quote data

Open: 1.730
High: 1.740
Low: 1.630
Previous Close: 1.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.84%
1 Month
  -44.41%
3 Months
  -62.98%
YTD
  -40.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 1.300
1M High / 1M Low: 3.100 1.300
6M High / 6M Low: - -
High (YTD): 27/03/2024 4.750
Low (YTD): 03/06/2024 1.300
52W High: - -
52W Low: - -
Avg. price 1W:   1.446
Avg. volume 1W:   0.000
Avg. price 1M:   2.477
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -