BNP Paribas Call 250 VEEV 20.09.2.../  DE000PC39YM2  /

Frankfurt Zert./BNP
2024-05-17  9:50:24 PM Chg.0.000 Bid9:57:45 PM Ask9:57:45 PM Underlying Strike price Expiration date Option type
0.490EUR 0.00% 0.490
Bid Size: 6,123
0.520
Ask Size: 5,770
Veeva Systems Inc 250.00 USD 2024-09-20 Call
 

Master data

WKN: PC39YM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.20
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.32
Parity: -3.66
Time value: 0.52
Break-even: 235.22
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.77
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.25
Theta: -0.05
Omega: 9.15
Rho: 0.15
 

Quote data

Open: 0.480
High: 0.500
Low: 0.470
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.50%
1 Month  
+2.08%
3 Months
  -68.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.400
1M High / 1M Low: 0.530 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -