BNP Paribas Call 14.5 NDX1 20.09.2024
/ DE000PC8HN80
BNP Paribas Call 14.5 NDX1 20.09..../ DE000PC8HN80 /
8/26/2024 3:09:02 PM |
Chg.0.000 |
Bid3:31:45 PM |
Ask3:31:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
0.00% |
0.300 Bid Size: 10,000 |
0.340 Ask Size: 9,500 |
NORDEX SE O.N. |
14.50 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
4/17/2024 |
Last trading day: |
9/19/2024 |
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 |
|
|
-25.00% |
1 Month |
|
|
-62.96% |
3 Months |
|
|
-80.26% |
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: |
|
- |