BNP Paribas Call 55 ZM 16.01.2026/  DE000PC8GV81  /

Frankfurt Zert./BNP
2024-05-03  9:50:22 PM Chg.-0.090 Bid9:56:13 PM Ask9:56:13 PM Underlying Strike price Expiration date Option type
1.730EUR -4.95% 1.750
Bid Size: 4,000
1.770
Ask Size: 4,000
Zoom Video Communica... 55.00 USD 2026-01-16 Call
 

Master data

WKN: PC8GV8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Zoom Video Communications Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-17
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.25
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 0.63
Implied volatility: 0.46
Historic volatility: 0.29
Parity: 0.63
Time value: 1.14
Break-even: 68.81
Moneyness: 1.12
Premium: 0.20
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.73
Theta: -0.01
Omega: 2.36
Rho: 0.41
 

Quote data

Open: 1.860
High: 1.880
Low: 1.720
Previous Close: 1.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.860 1.730
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.785
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -