BNP Paribas Call 14.5 NDX1 20.09..../  DE000PC8HN80  /

EUWAX
26/08/2024  16:12:02 Chg.-0.010 Bid26/08/2024 Ask26/08/2024 Underlying Strike price Expiration date Option type
0.290EUR -3.33% 0.290
Bid Size: 10,000
0.330
Ask Size: 9,091
NORDEX SE O.N. 14.50 EUR 20/09/2024 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: 20/09/2024
Issue date: 17/04/2024
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 38.44
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.42
Parity: -0.66
Time value: 0.36
Break-even: 14.86
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 1.82
Spread abs.: 0.05
Spread %: 16.13%
Delta: 0.37
Theta: -0.01
Omega: 14.04
Rho: 0.00
 

Quote data

Open: 0.280
High: 0.300
Low: 0.270
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.50%
1 Month
  -64.20%
3 Months
  -80.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.280
1M High / 1M Low: 0.810 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.438
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   381.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -