BNP Paribas Call 58 NDAQ 20.12.2024
/ DE000PN7E4P4
BNP Paribas Call 58 NDAQ 20.12.20.../ DE000PN7E4P4 /
| 2024-05-31 9:50:21 PM |
Chg.-0.020 |
Bid9:55:10 PM |
Ask9:55:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-3.85% |
0.520
Bid Size: 6,400 |
0.530
Ask Size: 6,400 |
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: |
10.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.10 |
| Time value: |
0.44 |
| Break-even: |
58.95 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
6.22 |
| Rho: |
0.16 |
Quote data
| Open: |
0.530 |
| High: |
0.550 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.56% |
| 1 Month |
|
|
-20.63% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
-21.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.520 |
| 1M High / 1M Low: |
0.760 |
0.520 |
| 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: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.607 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.17% |
| Volatility 6M: |
|
100.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
