BNP Paribas Call 15.5 NDX1 20.12.2024
/ DE000PC9RSR9
BNP Paribas Call 15.5 NDX1 20.12..../ DE000PC9RSR9 /
| 04/11/2024 16:21:16 |
Chg.+0.070 |
Bid16:30:36 |
Ask16:30:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+20.59% |
0.440
Bid Size: 14,500 |
0.480
Ask Size: 14,500 |
NORDEX SE O.N. |
15.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC9RSR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.40 |
| Parity: |
-2.25 |
| Time value: |
0.39 |
| Break-even: |
15.89 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
3.23 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
8.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.340 |
| High: |
0.410 |
| Low: |
0.340 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.79% |
| 1 Month |
|
|
-19.61% |
| 3 Months |
|
|
-33.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.320 |
| 1M High / 1M Low: |
0.580 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
