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

Frankfurt Zert./BNP
2024-05-17  9:50:29 PM Chg.-0.060 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
4.780EUR -1.24% 4.780
Bid Size: 14,000		 4.790
Ask Size: 14,000		 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: 8.07
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.19
Parity: -1.34
Time value: 4.79
Break-even: 447.90
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.55
Theta: -0.12
Omega: 4.47
Rho: 1.11
 

Quote data

Open: 4.920
High: 4.980
Low: 4.670
Previous Close: 4.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.17%
1 Month  
+17.44%
3 Months  
+6.70%
YTD  
+44.41%
1 Year  
+125.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.020 4.460
1M High / 1M Low: 5.020 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:   4.740
Avg. volume 1W:   0.000
Avg. price 1M:   4.342
Avg. volume 1M:   0.000
Avg. price 6M:   4.411
Avg. volume 6M:   0.000
Avg. price 1Y:   3.443
Avg. volume 1Y:   0.000
Volatility 1M:   109.52%
Volatility 6M:   94.45%
Volatility 1Y:   109.36%
Volatility 3Y:   -