BNP Paribas Call 15 NDX1 20.09.2024
/ DE000PN8UWF9
BNP Paribas Call 15 NDX1 20.09.20.../ DE000PN8UWF9 /
8/26/2024 6:12:32 PM |
Chg.-0.030 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
-17.65% |
0.140 Bid Size: 10,000 |
0.190 Ask Size: 10,000 |
NORDEX SE O.N. |
15.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
PN8UWF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
62.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.42 |
Parity: |
-1.16 |
Time value: |
0.22 |
Break-even: |
15.22 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
3.01 |
Spread abs.: |
0.05 |
Spread %: |
29.41% |
Delta: |
0.26 |
Theta: |
-0.01 |
Omega: |
16.06 |
Rho: |
0.00 |
Quote data
Open: |
0.150 |
High: |
0.160 |
Low: |
0.140 |
Previous Close: |
0.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.67% |
1 Month |
|
|
-76.27% |
3 Months |
|
|
-88.98% |
YTD |
|
|
-64.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.150 |
1M High / 1M Low: |
0.590 |
0.120 |
6M High / 6M Low: |
1.910 |
0.110 |
High (YTD): |
5/14/2024 |
1.910 |
Low (YTD): |
7/2/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.286 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.648 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
433.21% |
Volatility 6M: |
|
320.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |