BNP Paribas Call 10.2 NDX1 21.06.2024
/ DE000PN76VM7
BNP Paribas Call 10.2 NDX1 21.06..../ DE000PN76VM7 /
| 2024-06-11 5:06:19 PM |
Chg.-0.40 |
Bid5:20:35 PM |
Ask5:20:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
-12.74% |
2.71
Bid Size: 3,500 |
2.87
Ask Size: 3,500 |
NORDEX SE O.N. |
10.20 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN76VM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.20 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.40 |
| Parity: |
3.24 |
| Time value: |
0.11 |
| Break-even: |
13.55 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.17 |
| Spread %: |
5.35% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.71 |
| Rho: |
0.00 |
Quote data
| Open: |
3.18 |
| High: |
3.18 |
| Low: |
2.74 |
| Previous Close: |
3.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.98% |
| 1 Month |
|
|
-35.98% |
| 3 Months |
|
|
+7.87% |
| YTD |
|
|
+70.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.19 |
3.14 |
| 1M High / 1M Low: |
4.99 |
3.14 |
| 6M High / 6M Low: |
4.99 |
0.77 |
| High (YTD): |
2024-05-14 |
4.99 |
| Low (YTD): |
2024-02-05 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.57% |
| Volatility 6M: |
|
198.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
