BNP Paribas Call 80 ZM 20.09.2024/  DE000PC1H1R2  /

Frankfurt Zert./BNP
2024-05-03  9:50:24 PM Chg.-0.020 Bid9:53:27 PM Ask9:53:27 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.130
Bid Size: 10,000
0.140
Ask Size: 10,000
Zoom Video Communica... 80.00 USD 2024-09-20 Call
 

Master data

WKN: PC1H1R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Zoom Video Communications Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.60
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.29
Parity: -1.60
Time value: 0.16
Break-even: 76.16
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.22
Theta: -0.02
Omega: 7.90
Rho: 0.04
 

Quote data

Open: 0.160
High: 0.160
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -33.33%
3 Months
  -63.64%
YTD
  -82.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.180 0.100
6M High / 6M Low: - -
High (YTD): 2024-01-12 0.590
Low (YTD): 2024-04-22 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -