BNP Paribas Call 18 NDX1 20.12.2024
/ DE000PN7DEW0
BNP Paribas Call 18 NDX1 20.12.20.../ DE000PN7DEW0 /
| 2024-05-22 3:08:23 PM |
Chg.-0.030 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-3.30% |
0.880
Bid Size: 11,500 |
0.920
Ask Size: 11,500 |
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: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.40 |
| Parity: |
-3.77 |
| Time value: |
0.95 |
| Break-even: |
18.95 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.05 |
| Spread %: |
5.56% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
5.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.850 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.60% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
+486.67% |
| YTD |
|
|
+203.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.910 |
| 1M High / 1M Low: |
1.330 |
0.500 |
| 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: |
|
1.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.387 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.88% |
| Volatility 6M: |
|
285.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
