BNP Paribas Call 58 NDAQ 20.12.2024
/ DE000PN7E4P4
BNP Paribas Call 58 NDAQ 20.12.20.../ DE000PN7E4P4 /
| 2024-06-05 11:50:36 AM |
Chg.0.000 |
Bid2024-06-05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
0.00% |
0.530
Bid Size: 6,400 |
-
Ask Size: - |
Nasdaq Inc |
58.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN7E4P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 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: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.13 |
| Time value: |
0.41 |
| Break-even: |
58.70 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
6.35 |
| Rho: |
0.16 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.17% |
| 1 Month |
|
|
-22.06% |
| 3 Months |
|
|
+8.16% |
| YTD |
|
|
-17.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.490 |
| 1M High / 1M Low: |
0.760 |
0.490 |
| 6M High / 6M Low: |
0.880 |
0.430 |
| High (YTD): |
2024-04-11 |
0.880 |
| Low (YTD): |
2024-02-20 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.606 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.42% |
| Volatility 6M: |
|
101.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
