BNP Paribas Call 14.5 NDX1 20.09.2024
/ DE000PC8HN80
BNP Paribas Call 14.5 NDX1 20.09..../ DE000PC8HN80 /
| 2024-07-23 4:18:22 PM |
Chg.-0.160 |
Bid4:31:21 PM |
Ask4:31:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-22.86% |
0.560
Bid Size: 10,500 |
0.600
Ask Size: 10,500 |
NORDEX SE O.N. |
14.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC8HN8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.41 |
| Parity: |
-0.92 |
| Time value: |
0.77 |
| Break-even: |
15.27 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.05 |
| Spread %: |
6.94% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
7.49 |
| Rho: |
0.01 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.540 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
+31.71% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.390 |
| 1M High / 1M Low: |
0.700 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
435.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
