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

EUWAX
2024-06-07  9:23:19 AM Chg.+0.25 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
1.73EUR +16.89% -
Bid Size: -
-
Ask Size: -
Veeva Systems Inc 250.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
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: 1.73
High: 1.73
Low: 1.73
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.43%
1 Month
  -38.21%
3 Months
  -58.11%
YTD
  -37.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 1.26
1M High / 1M Low: 3.13 1.26
6M High / 6M Low: - -
High (YTD): 2024-03-14 4.83
Low (YTD): 2024-06-04 1.26
52W High: - -
52W Low: - -
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   2.53
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -