BNP Paribas Call 52 NDAQ 20.12.2024
/ DE000PN7E4N9
BNP Paribas Call 52 NDAQ 20.12.20.../ DE000PN7E4N9 /
| 2024-05-31 9:50:31 PM |
Chg.-0.020 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-2.25% |
0.900
Bid Size: 8,500 |
0.910
Ask Size: 8,500 |
Nasdaq Inc |
52.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN7E4N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
0.65 |
| Time value: |
0.26 |
| Break-even: |
57.11 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.71 |
| Rho: |
0.19 |
Quote data
| Open: |
0.910 |
| High: |
0.930 |
| Low: |
0.870 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.68% |
| 1 Month |
|
|
-14.71% |
| 3 Months |
|
|
+11.54% |
| YTD |
|
|
-12.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.890 |
| 1M High / 1M Low: |
1.190 |
0.890 |
| 6M High / 6M Low: |
1.300 |
0.740 |
| High (YTD): |
2024-04-11 |
1.300 |
| Low (YTD): |
2024-02-20 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.967 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.57% |
| Volatility 6M: |
|
78.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
