BNP Paribas Call 100 CFR 19.12.20.../  DE000PC4AC35  /

EUWAX
1/24/2025  10:01:36 AM Chg.+0.70 Bid8:00:02 PM Ask8:00:02 PM Underlying Strike price Expiration date Option type
8.10EUR +9.46% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 100.00 CHF 12/19/2025 Call
 

Master data

WKN: PC4AC3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 100.00 CHF
Maturity: 12/19/2025
Issue date: 1/31/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.32
Leverage: Yes

Calculated values

Fair value: 7.78
Intrinsic value: 7.47
Implied volatility: 0.26
Historic volatility: 0.32
Parity: 7.47
Time value: 0.27
Break-even: 182.57
Moneyness: 1.71
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.26%
Delta: 0.99
Theta: -0.01
Omega: 2.30
Rho: 0.91
 

Quote data

Open: 8.09
High: 8.10
Low: 8.09
Previous Close: 7.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.92%
1 Month  
+91.94%
3 Months  
+129.46%
YTD  
+85.35%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 8.10 6.98
1M High / 1M Low: 8.10 4.21
6M High / 6M Low: 8.10 2.26
High (YTD): 1/24/2025 8.10
Low (YTD): 1/3/2025 4.25
52W High: - -
52W Low: - -
Avg. price 1W:   7.39
Avg. volume 1W:   0.00
Avg. price 1M:   5.56
Avg. volume 1M:   0.00
Avg. price 6M:   3.77
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.15%
Volatility 6M:   120.91%
Volatility 1Y:   -
Volatility 3Y:   -