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

Frankfurt Zert./BNP
2024-10-03  6:21:03 PM Chg.-0.040 Bid2024-10-03 Ask2024-10-03 Underlying Strike price Expiration date Option type
0.840EUR -4.55% 0.840
Bid Size: 3,572		 0.890
Ask Size: 3,371		 NORDEX SE O.N. 14.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.09
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.41
Parity: -1.04
Time value: 0.92
Break-even: 14.92
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.93
Spread abs.: 0.05
Spread %: 5.75%
Delta: 0.44
Theta: -0.01
Omega: 6.18
Rho: 0.01
 

Quote data

Open: 0.830
High: 0.850
Low: 0.790
Previous Close: 0.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.85%
1 Month
  -47.17%
3 Months
  -4.55%
YTD     0.00%
1 Year
  -35.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 0.880
1M High / 1M Low: 2.330 0.880
6M High / 6M Low: 3.150 0.720
High (YTD): 2024-05-14 3.150
Low (YTD): 2024-02-06 0.420
52W High: 2024-05-14 3.150
52W Low: 2024-02-06 0.420
Avg. price 1W:   1.248
Avg. volume 1W:   0.000
Avg. price 1M:   1.718
Avg. volume 1M:   0.000
Avg. price 6M:   1.679
Avg. volume 6M:   0.000
Avg. price 1Y:   1.299
Avg. volume 1Y:   0.000
Volatility 1M:   194.07%
Volatility 6M:   174.46%
Volatility 1Y:   187.19%
Volatility 3Y:   -