BNP Paribas Call 18 NDX1 20.12.2024
/ DE000PN7DEW0
BNP Paribas Call 18 NDX1 20.12.20.../ DE000PN7DEW0 /
| 2024-06-04 3:07:14 PM |
Chg.-0.110 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-11.83% |
0.820
Bid Size: 12,000 |
0.860
Ask Size: 12,000 |
NORDEX SE O.N. |
18.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN7DEW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.40 |
| Parity: |
-3.32 |
| Time value: |
0.98 |
| Break-even: |
18.98 |
| Moneyness: |
0.82 |
| Premium: |
0.29 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.05 |
| Spread %: |
5.38% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
5.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.820 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.15% |
| 1 Month |
|
|
+3.80% |
| 3 Months |
|
|
+127.78% |
| YTD |
|
|
+182.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.840 |
| 1M High / 1M Low: |
1.330 |
0.710 |
| 6M High / 6M Low: |
1.330 |
0.110 |
| High (YTD): |
2024-05-14 |
1.330 |
| Low (YTD): |
2024-02-06 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.83% |
| Volatility 6M: |
|
285.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
