BNP Paribas Call 9.8 NDX1 21.06.2024
/ DE000PN76VN5
BNP Paribas Call 9.8 NDX1 21.06.2.../ DE000PN76VN5 /
| 2024-05-16 12:07:03 PM |
Chg.+0.05 |
Bid1:03:57 PM |
Ask1:03:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.22EUR |
+0.97% |
5.22
Bid Size: 3,000 |
5.30
Ask Size: 3,000 |
NORDEX SE O.N. |
9.80 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN76VN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.80 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.22 |
| Intrinsic value: |
5.18 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.40 |
| Parity: |
5.18 |
| Time value: |
0.12 |
| Break-even: |
15.10 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
1.73% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.70 |
| Rho: |
0.01 |
Quote data
| Open: |
5.27 |
| High: |
5.30 |
| Low: |
5.22 |
| Previous Close: |
5.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.49% |
| 1 Month |
|
|
+71.15% |
| 3 Months |
|
|
+208.88% |
| YTD |
|
|
+182.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.37 |
4.52 |
| 1M High / 1M Low: |
5.37 |
2.80 |
| 6M High / 6M Low: |
5.37 |
0.94 |
| High (YTD): |
2024-05-14 |
5.37 |
| Low (YTD): |
2024-02-05 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.35% |
| Volatility 6M: |
|
181.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
