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BNP Paribas Call 14 NDX1 20.12.20.../  DE000PN7DET6  /

EUWAX
11/5/2024  11:07:50 AM Chg.-0.190 Bid12:04:27 PM Ask12:04:27 PM Underlying Strike price Expiration date Option type
0.750EUR -20.21% 0.790
Bid Size: 8,500		 0.830
Ask Size: 8,500		 NORDEX SE O.N. 14.00 EUR 12/20/2024 Call
 

Master data

WKN: PN7DET
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.80
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.40
Parity: -0.34
Time value: 0.99
Break-even: 14.99
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 1.12
Spread abs.: 0.05
Spread %: 5.32%
Delta: 0.50
Theta: -0.01
Omega: 6.91
Rho: 0.01
 

Quote data

Open: 0.900
High: 0.900
Low: 0.750
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -27.18%
3 Months
  -27.88%
YTD
  -10.71%
1 Year
  -36.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.720
1M High / 1M Low: 1.200 0.720
6M High / 6M Low: 3.110 0.720
High (YTD): 5/14/2024 3.110
Low (YTD): 2/6/2024 0.420
52W High: 5/14/2024 3.110
52W Low: 2/6/2024 0.420
Avg. price 1W:   0.830
Avg. volume 1W:   0.000
Avg. price 1M:   0.919
Avg. volume 1M:   0.000
Avg. price 6M:   1.564
Avg. volume 6M:   0.000
Avg. price 1Y:   1.288
Avg. volume 1Y:   0.000
Volatility 1M:   205.10%
Volatility 6M:   186.71%
Volatility 1Y:   193.86%
Volatility 3Y:   -