BNP Paribas Call 9.2 NDX1 21.06.2024
/ DE000PZ1EUH4
BNP Paribas Call 9.2 NDX1 21.06.2.../ DE000PZ1EUH4 /
2024-05-16 9:20:25 PM |
Chg.-0.320 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.440EUR |
-5.56% |
5.550 Bid Size: 600 |
5.640 Ask Size: 600 |
NORDEX SE O.N. |
9.20 EUR |
2024-06-21 |
Call |
Master data
WKN: |
PZ1EUH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.20 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-15 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.81 |
Intrinsic value: |
5.78 |
Implied volatility: |
0.96 |
Historic volatility: |
0.40 |
Parity: |
5.78 |
Time value: |
0.11 |
Break-even: |
15.09 |
Moneyness: |
1.63 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.09 |
Spread %: |
1.55% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
2.45 |
Rho: |
0.01 |
Quote data
Open: |
5.850 |
High: |
6.130 |
Low: |
5.400 |
Previous Close: |
5.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.84% |
1 Month |
|
|
+51.11% |
3 Months |
|
|
+162.80% |
YTD |
|
|
+146.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.020 |
5.140 |
1M High / 1M Low: |
6.020 |
3.280 |
6M High / 6M Low: |
6.020 |
1.240 |
High (YTD): |
2024-05-14 |
6.020 |
Low (YTD): |
2024-01-19 |
1.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.332 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.589 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.11% |
Volatility 6M: |
|
155.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |