BNP Paribas Call 60 NDAQ 20.09.20.../  DE000PC4AA52  /

EUWAX
2024-05-31  12:50:23 PM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.280EUR -6.67% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 60.00 USD 2024-09-20 Call
 

Master data

WKN: PC4AA5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.43
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.09
Time value: 0.28
Break-even: 58.11
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.51
Theta: -0.02
Omega: 9.96
Rho: 0.08
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -26.32%
3 Months  
+7.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.280
1M High / 1M Low: 0.500 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -