BNP Paribas Call 13.5 NDX1 21.06.2024
/ DE000PN4ZXR0
BNP Paribas Call 13.5 NDX1 21.06..../ DE000PN4ZXR0 /
| 2024-05-16 6:09:38 PM |
Chg.-0.29 |
Bid8:31:38 PM |
Ask8:31:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-16.11% |
1.50
Bid Size: 2,000 |
1.59
Ask Size: 1,887 |
NORDEX SE O.N. |
13.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN4ZXR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.40 |
| Parity: |
1.48 |
| Time value: |
0.45 |
| Break-even: |
15.43 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.09 |
| Spread %: |
4.89% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
5.91 |
| Rho: |
0.01 |
Quote data
| Open: |
1.84 |
| High: |
1.91 |
| Low: |
1.51 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.86% |
| 1 Month |
|
|
+115.71% |
| 3 Months |
|
|
+420.69% |
| YTD |
|
|
+287.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.44 |
| 1M High / 1M Low: |
2.01 |
0.57 |
| 6M High / 6M Low: |
2.01 |
0.11 |
| High (YTD): |
2024-05-14 |
2.01 |
| Low (YTD): |
2024-02-26 |
0.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.82% |
| Volatility 6M: |
|
374.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
