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BNP Paribas Call 400 MSF 17.01.20.../  DE000PC01RX3  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.-0.350 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
4.060EUR -7.94% 4.390
Bid Size: 15,000		 4.400
Ask Size: 15,000		 MICROSOFT DL-,000... 400.00 - 2025-01-17 Call
 

Master data

WKN: PC01RX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.62
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.19
Parity: -1.72
Time value: 4.44
Break-even: 444.40
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 0.23%
Delta: 0.54
Theta: -0.12
Omega: 4.63
Rho: 1.02
 

Quote data

Open: 4.380
High: 4.590
Low: 3.810
Previous Close: 4.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.54%
1 Month  
+15.67%
3 Months
  -19.12%
YTD  
+22.66%
1 Year  
+49.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.570 4.410
1M High / 1M Low: 5.570 3.510
6M High / 6M Low: 6.040 2.900
High (YTD): 2024-03-21 6.040
Low (YTD): 2024-01-05 2.920
52W High: 2024-03-21 6.040
52W Low: 2023-09-26 1.650
Avg. price 1W:   5.204
Avg. volume 1W:   0.000
Avg. price 1M:   4.725
Avg. volume 1M:   0.000
Avg. price 6M:   4.511
Avg. volume 6M:   0.000
Avg. price 1Y:   3.533
Avg. volume 1Y:   0.000
Volatility 1M:   96.67%
Volatility 6M:   96.86%
Volatility 1Y:   106.94%
Volatility 3Y:   -