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: |
|
- |
