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

EUWAX
2024-05-17  9:33:28 AM Chg.-0.10 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
3.03EUR -3.19% -
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: 6.26
Leverage: Yes

Calculated values

Fair value: 2.31
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -3.71
Time value: 3.08
Break-even: 260.84
Moneyness: 0.84
Premium: 0.35
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 1.32%
Delta: 0.51
Theta: -0.04
Omega: 3.22
Rho: 1.14
 

Quote data

Open: 3.03
High: 3.03
Low: 3.03
Previous Close: 3.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.94%
1 Month  
+3.77%
3 Months
  -30.34%
YTD  
+9.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.13 2.78
1M High / 1M Low: 3.13 2.70
6M High / 6M Low: - -
High (YTD): 2024-03-14 4.83
Low (YTD): 2024-01-03 2.47
52W High: - -
52W Low: - -
Avg. price 1W:   2.87
Avg. volume 1W:   0.00
Avg. price 1M:   2.85
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -