BNP Paribas Call 13 NDX1 20.09.2024
/ DE000PN8UV72
BNP Paribas Call 13 NDX1 20.09.20.../ DE000PN8UV72 /
8/26/2024 9:20:23 PM |
Chg.-0.060 |
Bid9:22:56 PM |
Ask9:22:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
-5.36% |
1.050 Bid Size: 2,858 |
1.140 Ask Size: 2,632 |
NORDEX SE O.N. |
13.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
PN8UV7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.51 |
Historic volatility: |
0.42 |
Parity: |
0.84 |
Time value: |
0.39 |
Break-even: |
14.23 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.09 |
Spread %: |
7.89% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
8.00 |
Rho: |
0.01 |
Quote data
Open: |
1.100 |
High: |
1.130 |
Low: |
1.030 |
Previous Close: |
1.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.52% |
1 Month |
|
|
-37.65% |
3 Months |
|
|
-55.65% |
YTD |
|
|
+32.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
1.050 |
1M High / 1M Low: |
1.700 |
0.740 |
6M High / 6M Low: |
3.190 |
0.390 |
High (YTD): |
5/14/2024 |
3.190 |
Low (YTD): |
2/6/2024 |
0.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.204 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.448 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
264.47% |
Volatility 6M: |
|
238.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |