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: |
|
- |
