BNP Paribas Call 52 NDAQ 20.12.2024
/ DE000PN7E4N9
BNP Paribas Call 52 NDAQ 20.12.20.../ DE000PN7E4N9 /
2024-06-04 9:50:42 PM |
Chg.+0.050 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
+5.81% |
0.920 Bid Size: 8,600 |
0.930 Ask Size: 8,600 |
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: |
6.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.29 |
Historic volatility: |
0.21 |
Parity: |
0.62 |
Time value: |
0.26 |
Break-even: |
56.47 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
4.76 |
Rho: |
0.18 |
Quote data
Open: |
0.860 |
High: |
0.910 |
Low: |
0.840 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
-16.51% |
3 Months |
|
|
+9.64% |
YTD |
|
|
-8.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.860 |
1M High / 1M Low: |
1.190 |
0.860 |
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: |
|
0.902 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.055 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.968 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.53% |
Volatility 6M: |
|
78.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |