BNP Paribas Call 12.5 NDX1 21.06.2024
/ DE000PN4ZXQ2
BNP Paribas Call 12.5 NDX1 21.06..../ DE000PN4ZXQ2 /
| 2024-05-16 3:09:39 PM |
Chg.-0.05 |
Bid3:46:12 PM |
Ask3:46:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
-1.89% |
2.36
Bid Size: 3,500 |
2.44
Ask Size: 3,500 |
NORDEX SE O.N. |
12.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN4ZXQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.40 |
| Parity: |
2.48 |
| Time value: |
0.29 |
| Break-even: |
15.27 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
3.36% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
4.61 |
| Rho: |
0.01 |
Quote data
| Open: |
2.69 |
| High: |
2.76 |
| Low: |
2.59 |
| Previous Close: |
2.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.03% |
| 1 Month |
|
|
+125.22% |
| 3 Months |
|
|
+418.00% |
| YTD |
|
|
+311.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.14 |
| 1M High / 1M Low: |
2.84 |
0.98 |
| 6M High / 6M Low: |
2.84 |
0.20 |
| High (YTD): |
2024-05-14 |
2.84 |
| Low (YTD): |
2024-02-23 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.80% |
| Volatility 6M: |
|
317.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
