BNP Paribas Call 300 VEEV 16.01.2.../  DE000PC39YP5  /

Frankfurt Zert./BNP
2024-05-17  9:50:24 PM Chg.-0.030 Bid9:57:50 PM Ask9:57:50 PM Underlying Strike price Expiration date Option type
1.760EUR -1.68% 1.760
Bid Size: 1,705
1.800
Ask Size: 1,667
Veeva Systems Inc 300.00 USD 2026-01-16 Call
 

Master data

WKN: PC39YP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-31
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.48
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.32
Parity: -8.31
Time value: 1.84
Break-even: 294.44
Moneyness: 0.70
Premium: 0.53
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 2.22%
Delta: 0.36
Theta: -0.03
Omega: 3.81
Rho: 0.86
 

Quote data

Open: 1.800
High: 1.840
Low: 1.720
Previous Close: 1.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -3.30%
3 Months
  -36.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.850 1.640
1M High / 1M Low: 1.850 1.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.718
Avg. volume 1W:   0.000
Avg. price 1M:   1.715
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -