BNP Paribas Call 14 NDX1 20.12.2024
/ DE000PN7DET6
BNP Paribas Call 14 NDX1 20.12.20.../ DE000PN7DET6 /
10/3/2024 3:06:35 PM |
Chg.0.000 |
Bid4:02:16 PM |
Ask4:02:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
0.00% |
0.850 Bid Size: 9,000 |
0.890 Ask Size: 9,000 |
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: |
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: |
0.870 |
Low: |
0.790 |
Previous Close: |
0.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.73% |
1 Month |
|
|
-45.63% |
3 Months |
|
|
+1.16% |
YTD |
|
|
+3.57% |
1 Year |
|
|
-33.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.470 |
0.870 |
1M High / 1M Low: |
2.360 |
0.870 |
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: |
|
1.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.715 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.683 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.302 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
210.12% |
Volatility 6M: |
|
174.79% |
Volatility 1Y: |
|
190.15% |
Volatility 3Y: |
|
- |