BNP Paribas Call 10.2 NDX1 20.12.2024
/ DE000PC21FV0
BNP Paribas Call 10.2 NDX1 20.12..../ DE000PC21FV0 /
| 2024-10-31 9:20:19 PM |
Chg.-0.100 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.210EUR |
-3.02% |
3.190
Bid Size: 941 |
3.280
Ask Size: 915 |
NORDEX SE O.N. |
10.20 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC21FV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.20 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.40 |
| Parity: |
2.95 |
| Time value: |
0.45 |
| Break-even: |
13.60 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.09 |
| Spread %: |
2.72% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.24 |
| Rho: |
0.01 |
Quote data
| Open: |
3.240 |
| High: |
3.320 |
| Low: |
3.130 |
| Previous Close: |
3.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.53% |
| 1 Month |
|
|
-22.28% |
| 3 Months |
|
|
-27.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.310 |
| 1M High / 1M Low: |
4.130 |
3.090 |
| 6M High / 6M Low: |
5.780 |
2.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.062 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.56% |
| Volatility 6M: |
|
104.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
