BNP Paribas Call 12.2 NDX1 20.12.2024
/ DE000PC21FR8
BNP Paribas Call 12.2 NDX1 20.12..../ DE000PC21FR8 /
| 2024-10-31 9:20:31 PM |
Chg.-0.070 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-4.00% |
1.660
Bid Size: 1,808 |
1.710
Ask Size: 1,755 |
NORDEX SE O.N. |
12.20 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC21FR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.20 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.40 |
| Parity: |
0.95 |
| Time value: |
0.88 |
| Break-even: |
14.03 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.09 |
| Spread %: |
5.17% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.82 |
| Rho: |
0.01 |
Quote data
| Open: |
1.700 |
| High: |
1.770 |
| Low: |
1.620 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.86% |
| 1 Month |
|
|
-32.80% |
| 3 Months |
|
|
-41.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
1.750 |
| 1M High / 1M Low: |
2.500 |
1.620 |
| 6M High / 6M Low: |
4.290 |
1.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.605 |
| Avg. volume 6M: |
|
45.802 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.62% |
| Volatility 6M: |
|
138.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
