BNP Paribas Call 11.2 NDX1 21.06.2024
/ DE000PN76VK1
BNP Paribas Call 11.2 NDX1 21.06..../ DE000PN76VK1 /
| 2024-06-04 6:09:44 PM |
Chg.-0.24 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.17EUR |
-7.04% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
11.20 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN76VK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.20 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.48 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.40 |
| Parity: |
3.48 |
| Time value: |
0.09 |
| Break-even: |
14.77 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.17 |
| Spread %: |
5.00% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.88 |
| Rho: |
0.00 |
Quote data
| Open: |
3.41 |
| High: |
3.41 |
| Low: |
3.04 |
| Previous Close: |
3.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.60% |
| 1 Month |
|
|
+11.62% |
| 3 Months |
|
|
+109.93% |
| YTD |
|
|
+188.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.42 |
3.12 |
| 1M High / 1M Low: |
4.04 |
2.61 |
| 6M High / 6M Low: |
4.04 |
0.45 |
| High (YTD): |
2024-05-14 |
4.04 |
| Low (YTD): |
2024-02-23 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.35% |
| Volatility 6M: |
|
246.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
